1.
PRICING FOREIGN CURRENCY OPTIONS WITH STOCHASTIC BOND RATES IN EXPONENTIAL LVY MODEL;
基于指数Lévy过程的随机债券利率欧式外币期权定价
2.
They cover foreign exchange, currency options, money market transactions, bonds, floating rate notes, Eurodollar CDs,...
负责外汇交易,货币期权,货币市场交易,债券,流动利息票据,欧元CD……
3.
Pricing European Foreign Currency Options under Fractional Brownian Motion;
分形布朗运动下的欧式外汇期权定价
4.
Pricing Extensive European Options with Stochastic Mature Time and Their Applications in the FX Market;
随机到期时刻的广义欧式期权定价及其在外汇市场的应用
5.
THE EUROPEAN OPTION PRICING OF STOCK WITH CIRCLE EXPECTED RATE OF RETURN;
收益率周期波动的股票欧式期权定价
6.
The Basic Theory and Account formula of the Pricing of the European Options
欧式期权定价基本原理及其计算公式
7.
Pricing of European Call Option on Corporate Bond
企业债券的欧式期权的定价公式(英文)
8.
The Research of Black-Scholes’ Formula for Pricing European Options;
基于欧式期权的Black-Scholes定价公式研究
9.
The Fourier Deduction of Black-Scholes Pricing Formula of European Options
欧式期权的Black-Scholes定价公式的Fourier推导
10.
Research on Quanto Lookback Option Valuation by Lévy Process;
Lévy过程下的回望式双币期权定价研究
11.
Research on Some European Option Pricing Problems
关于欧式期权定价的若干问题的研究
12.
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
13.
Pricing European Foreign Currency Option under Jump Fractional Brownian Motion;
跳跃分形过程下欧式汇率期权的定价
14.
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
15.
Pricing European Option on Stocks Based on Ornstein-Uhlenbeck Process;
基于Ornstein-Uhlenbeck过程的欧式期权的定价
16.
European Put Options Pricing by Esscher Transform;
欧式看跌期权的Esscher变换定价法
17.
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
18.
Pricing of Bi-direction European Option under Different Borrowing-lending Interest Rates;
不同借贷利率下欧式双向期权的定价