1.
On the Option Value Multiple of Investment Under Uncertainty and The Optimal Investment Rule;
投资项目的期权价值乘数与最优投资规则
2.
American Commodity Option Pricing Model and its Numerical Solution
美式商品期权的定价模型及其数值解
3.
Study of hedging parameters based on the entropy model of stock option pricing
基于股票期权定价熵模型的套期保值参数研究
4.
Pricing Options on the Maximum of Stocks Driven by Ornsten-Uhlenback Process;
股票价格遵循指数O-U过程的最大值期权定价
5.
Research on the Theoretical Pricing Model and Numerical Simulation of Compound Option and Path-dependent Option and Their Applications;
复合期权与路径相关期权定价理论模型、数值模拟及应用研究
6.
NUMERICAL METHOD FOR PRICING AMERICAN BARRIER OPTION WITH CONTINUOUS BONUS PAYING
连续支付红利的美式障碍期权定价的数值方法
7.
The Integral Representation of the Price of American Options and Numerical Methods
美式期权价格的积分表示及其数值方法(英文)
8.
Pricing and Hedging of Contingent Claims for the Model of Exponential Simemartingale;
指数半鞅模型未定权益的定价与套期保值
9.
A Research and Analysis on Numeric Methods for Option Pricing under Levy Process;
列维过程下期权定价的数值方法研究和分析
10.
Free Boundary and Numerical Methods for American Options Pricing;
美式期权定价的自由边界问题及数值方法
11.
Variational Model and Numerical Methods for American Put Option Pricing Problem;
美式看跌期权价格问题的变分模型与数值解法
12.
Numerical solution for one of the pricing models of the lookback options with transaction costs;
有交易成本的回望期权定价模型的数值解
13.
To Discuss on Realizing Programs of Computer in the Numerical Analysis of Option Pricing Model;
期权定价数值分析模型的计算机程序实现探讨
14.
Numerical Solutions of Partial Differential Equations for Trivariate Option Pricing;
三元期权定价问题的偏微分方程数值解
15.
Quantitative Analysis of Three Numerical Procedures in Option Pricing;
三种数值方法在期权定价中的定量研究
16.
A KIND OF MIXED COMPUTATIONAL PRICING METHOD FOR AMERICAN PUT OPTIONS;
美式看跌期权定价的一种混合数值方法
17.
A NUMERICAL METHOD FOR EUROPEAN OPTION PRICING WITH TRANSACTION COSTS AND DIVIDEND;
带交易费用和红利的欧式期权定价的数值方法
18.
The Amendment and Explanation of Value Function and Reference Point and Weighting Function;
期盼理论中价值函数、参考点及权值函数的修正及解释