1.
Estimating volatility of Chinese stock market by stochastic volatility model;
基于随机波动性模型的中国股市波动性估计
2.
Stochastic volatility model based on different indices and its application to Chinese stock market volatility;
基于不同测度指标的随机波动性模型及其应用研究
3.
Research on volatility persistence and co-persistence in stochastic volatility model;
随机波动模型的持续性和协同持续性研究
4.
Non-linear Optimal Investment and Consumption Model with Stochastic Volatility
含有随机波动的非线性的最优投资和消费模型
5.
The Research of Stock Market Volatility Based on Markov Regime Switch Stochastic Volatility Model;
基于马尔可夫结构转换随机波动模型的股市波动性研究
6.
The Comparison Study of Parameters Estimation of ARSV Model;
随机波动模型参数估计方法比较研究
7.
ESTIMATION OF THE STOCHASTIC VOLATILITY MODEL IN ORNSTEIN-UHLENBECK MODEL;
Ornstein-Uhlenbeck随机波动率模型的参数估计
8.
Study on Stochastic Volatility Model of CNY Exchange Rate Expectation;
人民币汇率预期的随机波动模型研究
9.
Optimal consume-invest model with stochastic volatility;
具有随机波动的最优消费-投资模型
10.
Pricing European Barrier Options in Hull-White Stochastic Volatility Model
Hull-White随机波动率模型的欧式障碍期权
11.
A Finite Volume Element Method for the Valuation of Options on Assets with Stochastic Volatilities
带有随机波动性资产期权定价模型的有限体积元法
12.
Bayesian Stochastic Volatility Model in Finance Analysis Based on MCMC Simulation;
基于MCMC模拟的贝叶斯金融随机波动模型分析
13.
Study on Dynamic Hedging Strategy Based on Multivariate Stochastic Volatility Model;
基于多元随机波动模型的动态套期保值研究
14.
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
15.
Study on Fluctuations of Stock Prices by Stochastic Model and Grey System;
应用随机模型和灰色系统研究股票价格波动
16.
Pricing of American Call Option under Lévy Model with Stochastic Volatility;
带随机波动率的Lévy模型下美式看涨期权的定价
17.
The Continuous-Time Stochastic Volatility Models and Application in Chinese Stock Market;
连续时间随机波动模型及其在中国股市的应用
18.
An Empirical Study of Warrant Pricing with Stochastic Volatilities;
基于随机波动下权证定价模型实证研究