1.
Some Exotic Reset Options Pricing in Ornstein-Uhlenback Process Models;
O-U过程模型下一些新型重置期权的定价
2.
Pricing a Kind of Looking Back-reset Call Option with Ornstein-Uhlenback Process;
一种回望重置看跌期权在O-U过程下的定价
3.
Pricing mortgage insurance with house price driven by O-U process;
房价服从指数O-U过程保证险的鞅定价
4.
Pricing a Kind of Looking Back-Reset Option with Ornstein-Uhlenback Process;
O-U过程模型下一种回望型重置期权的定价
5.
Pricing Reload Options with Stochastic Interest Rate under Ornstein-Uhlenback Processes;
利率和股票价格遵循O-U过程的再装期权定价
6.
Option Pricing Based on the O-U Process with Trend and Constant;
基于带常数项与趋势项的O-U过程的权证定价
7.
RELOAD STOCK OPTIONS PRICING WITH UNDERLYING STOCK ASSET OBEYING ORNSTEIN-UHLENBECK PROCESS;
股票价格服从指数O-U过程的再装期权定价
8.
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
9.
Pricing European Options in Ornstein-Uhlehbeck Model with Jump Risks
具有跳风险O-U过程模型的欧式期权定价
10.
Pricing Mortgage Insurance under O-U Process
指数O-U过程下保证险的保险精算定价
11.
The unique equivalent martingale measure of this model is found by using the Girsanov theorem.
利用Girsanov定理获得了指数O-U过程模型的唯一等价鞅测度。
12.
The Pricing of Reset Options Driven by Exponential Ornstein-Uhlenback Process;
股票价格遵循指数O-U过程的重设型期权的定价
13.
Maximun of brownian motion and barrier option;
股票价格遵循指数O-U过程的变界障碍期权定价
14.
Exponential Ornstein-uhlenbeck Process and Its Application in Value of Investment Project;
指数O-U过程及其在投资项目价值研究中的应用
15.
Actuarial pricing approach to Europe option and exchange option under stochastic interest rates and O-U process
欧式期权和交换期权在随机利率及O-U过程下的精算定价方法
16.
Option pricing with the underlying stock price driven by Ornstein-Uhlenbeck process under stochastic interest rates
随机利率下股票价格服从指数O-U过程的期权定价
17.
PRCING OF EURPEAN POWER OPTIONS UNDER FRACTIONAL O-U PROCESS AND STOCHASTIC RATE
随机利率下服从分数O-U过程的欧式幂期权定价
18.
Pricing Continues Square Double Barriers Option with Underlying Assets Driven by Exponential Ornstein-Uhlenback Process
资产价格服从指数O-U过程的连续平方双重障碍期权的定价公式