1.
Mathematical Model for Pricing a Class of Triggered Exchange Rate Option;
一种触发式汇率期权定价的数学模型
2.
THE PRICING OF OPTIONS ABOUT FOREIGN EXCHANGE WHOSE RATES ARE DRIVED BY JUMP-DIFFUSION PROCESSES;
跳跃扩散型汇率过程的外汇期权定价
3.
Pricing European Foreign Currency Option under Jump Fractional Brownian Motion;
跳跃分形过程下欧式汇率期权的定价
4.
Pricing European currency options in a fractional Brownian environment
分数布朗运动下欧式汇率期权的定价
5.
Foreign Currency Options Pricing Model with Heavy-tailed Exchange Rate Return;
基于汇率回报厚尾性的外汇期权定价模型
6.
Foreign Equity Options Pricing with Stochastic Vatility;
汇率联动期权的随机波动率模型及其定价
7.
Pricing for a Jump-Diffusion Foreign Exchange Options with Interest Rate under Vasicek Model;
利率服从Vasicek模型的跳跃扩散外汇期权定价
8.
Insurance Actuary Pricing of Linked Exchange Rate Options under Exponential of a Levy Process;
指数Levy过程下汇率联动期权的保险精算定价
9.
The Pricing Formula for European Exchange Rate Call Option Related with the Stock;
与股票相关的欧式汇率买入期权定价公式
10.
The Valuation of Two Quanto Options under a Single-factor HJM Term Structure;
在单因素HJM结构下定价两种汇率连动期权
11.
The pricing formula of the geometric Asian exchange option related with exchange rate;
与汇率相关的几何平均亚式交换期权定价公式
12.
Foreign Equity Options on the Jump-Diffusion Model and Its Pricing;
多维汇率联动期权跳——扩散模型及其定价
13.
Power Function to Reset the Exchange Rate-based Pricing of Options
幂函数重设型汇率连动股票期权的定价
14.
Pricing of Currency Options Based on Black-Scholes Models with Different Borrowing and Lending Rate
基于不同借贷利率Black-Scholes模型的外汇期权定价
15.
MODELS AND SOLUTIONS OF TWO DUAL-CURRENCY PRICING OPTIONS UNDER TWO EXCHANGE RATE SYSTEM
两种汇率制度的双币种期权定价模型及其解
16.
Option Values of Flexible Investments by Transnational Corporations Under Uncertain Exchange Rates;
汇率不确定下跨国公司投资灵活性期权价值研究
17.
On the RMB Forward Pricing and Capacity Building;
人民币远期汇率定价和市场建设研究
18.
The Pricing of Barrier、Foreign Option
障碍期权和基于跳扩散过程的外汇期权定价