1.
Nonlinear H ∞ Control Strategy of Option Hedging;
期权套期保值的非线性H_∞控制问题
2.
Determining of the Hedge Ratio for Option Trade When the Underlying Stock Price is a Renewal Jump-Diffusion Process;
标的股票价格服从跳跃-扩散过程的期权套期保值率确定
3.
A Mean--VaR Framework for Hedging with Options;
利用期权进行套期保值的均值——VaR模型
4.
Modified Black-Scholes Formula and Dynamic Hedging Strategy;
修正的Black-Scholes期权定价及套期保值
5.
Hedging Strategy Involving Future and Option Simultaneously;
期货与期权的组合在套期保值策略中的应用
6.
A Mean-VaR Framework for Speculating and Hedging with Options;
利用期权进行投机和套期保值的均值——VaR模型
7.
Once Hedge Strategy,Dual Hedge Strategy and Contribution Rate;
一重套期保值、二重套期保值和贡献率
8.
The Motives for Derivatives Use:Hedging or Arbitraging?--An:Option Contract of Shen Nandian
衍生产品使用的目的:套期保值或套期获利?——以深南电期权合约为例
9.
Hedging price of no-arbitrage contingent claims under transaction costs;
有交易费的未定权益无套利套期保值定价
10.
Asian Options Pricing and Application in Foreign Exchange Hedge;
亚式期权定价及其在外汇套期保值中的应用
11.
POSITIVELY RESEARCH FUTURES TRADING TO STRENGTHEN HEDGE BUSINESS OF COPPER ENTERPRISES;
积极探索期权交易 做好铜企业的套期保值
12.
Based on the Modified Black-Scholes Option Pricing Model of Hedging
基于修正的Black-Scholes期权定价模型的套期保值
13.
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
14.
Research on the Oil Futures Hedging Ratio;
石油期货套期保值套期比选取的研究
15.
Analysis on the Breach of Agricultural Orders;
规避定单农业违约行为的期权和期货套期保值策略分析
16.
Hedging Price and Hedging Strategy of a Contingent Claim with Transaction Cost
有交易费用的未定权益定价及其套期保值策略
17.
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
18.
Several Researchs on Pricing Formulates and Hedging Stratagems of Contingent Claims;
关于未定权益定价与套期保值若干问题的研究