1.
Martingale Method of the Power Payoffs European Options Pricing with Different Borrow-Lending Intrest Rate
具有不同借贷利率的幂型欧式期权定价的鞅方法
2.
OBSERVED INFORMATION BASED OPTION PRICING MODEL IN FRACTIONAL B-S MARKET;
基于观察信息的分数B-S市场的欧式幂期权定价模型
3.
The Statistical Properties of Parameters and Implied Volatility from European Power Function Call Option;
欧式幂期权定价模型中参数及隐含波动率的统计特性
4.
The Statistical Properties of Implied Standard Deviation Inferred from European Options with Powers;
欧式幂期权定价中隐含标准差的统计特征
5.
PRICING OF EUROPEAN POWER OPTIONS IN MULTIDIMENSIONAL FRACTIONAL BROWN MOTIONS ENVIRONMENT;
分数布朗运动环境下欧式幂期权的定价
6.
Pricing formulas of European options with power payoff in fractional Brownian motion environment
分数布朗运动环境下幂型支付的期权定价公式
7.
Stochastic Innovation Power Options Pricing Based on the Measure Transformation Methods
基于测度变换方法的随机型创新幂式期权定价
8.
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
9.
Pricing European Options in a Bivariate Jump-diffusion Model;
一类二元跳扩散模型的欧式期权定价
10.
A Fuzzy Binomial Tree Model with European Call Options Pricing;
关于欧式看涨期权的模糊二叉树模型
11.
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
12.
Pricing models for default-risky european options
违约风险的欧式期权定价模型(英文)
13.
Simulation and Optimisation of European and American "Parisian Option" Pricing Model;
欧式及美式“巴黎期权”定价模型仿真与优化
14.
Pricing Formulas for Power-function Options with No Risk-Neutral Valuation;
非风险中性定价意义下幂函数族期权定价模型
15.
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
16.
A Utility Based European Option Pricing Model with Transaction Costs
引入交易成本的欧式期权效用定价模型
17.
Pricing of Bi-direction European Option under a Kind of Jump Diffusion Model;
一类跳扩散模型下的欧式双向期权定价
18.
Minimal pricing models of European stock options under Knight uncertainty;
Knight不确定环境下欧式股票期权的最小定价模型