1.
Application of Martingale Analysis to Pricing of Geometric Average Asian Options
鞅分析在几何型亚式期权定价中的应用
2.
A new solution to the geometric average Asian option pricing model;
几何平均亚式期权定价模型的新解法
3.
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
4.
Pricing by Geometric Average Asian Option in a Lévy Model;
Lévy市场模型中几何平均亚式期权的定价(英文)
5.
Price formula for Geometry average Asian option with transaction costs;
浮动敲定价格的几何平均亚式期权的定价模型
6.
Pricing for European Weighted Geometric Average Value Asian Option;
跳跃—扩散型欧式加权几何平均价格亚式期权定价
7.
Research on the Price of the Geometric Average Asian Options with a Jump;
带跳的几何平均亚式期权的定价研究
8.
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
9.
Pricing of geometric average Asian options under time-dependent parameters;
依赖时间参数下几何平均亚式期权的定价
10.
Pricing Geometric Average Asian Options with Transaction Costs and Floating Strike Price;
具有浮动敲定价和交易费的几何亚式期权定价
11.
Geometric Average Asian Options Pricing Model Based on Fraction Brownian Motion and Its Empirical Study
基于分数布朗运动的几何平均亚式期权定价模型及其在权证定价中的应用
12.
A Numerical Method for Pricing American-style Asian Options in the GARCH Option Pricing Model;
GARCH模型中美式亚式期权的数值解法
13.
The Study of Asian Options Pricing Based on the Binomial Tree Model;
基于二叉树模型亚式期权定价的研究
14.
Pricing and Properties of Asian Option under Lévy Model;
Lévy模型下亚式期权的定价和性质
15.
Equivalence of Asian Options in Lévy Model;
Lévy模型下亚式期权的等价关系
16.
Pricing Options on Stocks Driven by a Geometric Fractional Brownian Motion;
股票价格遵循几何分式Brown运动的期权定价
17.
The Application of a New Type of Binomial Parameter Model for Asian Options Pricing;
新型二叉树参数模型在亚式期权定价中的应用
18.
A research and deduce on asian option pricing model in discrete time periods;
离散时间亚式期权定价模型的研究与推广