1.
Pricing of European Chooser Options on Jump-diffusion Processes;
跳跃-扩散过程下欧式任选期权的定价
2.
A Valuation Model of Mining Rights of Coal Resources Based on Coal Reserves Value Following Jump-diffusion Process;
基于跳跃-扩散过程的煤炭资源采矿权估价模型
3.
Determination of Obligated Cash Proportion of Open-End Funds Based on Jump-Diffusion Processes;
基于跳跃-扩散过程的开放式基金预留现金比例
4.
A Special Jump- diffusion Model for Option Pricing
一种特殊跳跃-扩散过程的欧式期权定价研究
5.
Coherent measures of credit portfolio risk under jump-diffusion framework based on saddlepoint approximations;
跳跃-扩散模型框架下基于鞍点近似的信用组合一致性风险度量
6.
Three-factor Model for Evaluating Coal Resource Mining Rights Based on Jump-Diffusion Process;
基于跳跃-扩散过程的煤炭资源采矿权估价三因素模型
7.
Some Exotic Options Pricing in Jump-Diffusion Models;
跳跃—扩散过程中一些新型期权的定价
8.
Double exponential jump diffusion model for catastrophe bonds pricing;
巨灾债券定价的双指数跳跃扩散模型
9.
Option Pricing with Interest Rate and Stock Have Jump-diffusion Action;
利率、股票有跳跃扩散行为的期权定价
10.
The Valuation Formulas of Reset Put Option with the Jump-diffusion Process;
跳跃扩散型重设卖出期权的定价公式
11.
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
12.
Estimation of Asymmetric Double Exponential Jump-diffusion Model Using MCMC Method
非对称双指数跳跃扩散模型的MCMC估计
13.
Fuzzy Pricing about European Call Option under the Process of Jump-diffusion
跳跃扩散过程下欧式期权的模糊定价
14.
Pricing of Asian Options with Discrete Geometric Average in the Jump-Diffuse Process;
跳跃扩散型离散几何平均亚式期权的定价
15.
Study of Portfolio and Pricing Problems with Jump-Diffusion Processes
基于跳跃—扩散过程的投资组合与定价问题研究
16.
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
17.
Option Pricing Method & Application Driven by Asymmetric Jump Diffusion Process;
不对称跳跃—扩散过程的期权定价方法及应用
18.
Bayesian Analysis of Asymmetric Double Exponential Jump-Diffusion Model;
非对称双指数跳跃扩散模型的贝叶斯分析