1.
The Valuation of Two Quanto Options under a Single-factor HJM Term Structure;
在单因素HJM结构下定价两种汇率连动期权
2.
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
3.
Pricing European currency options in a fractional Brownian environment
分数布朗运动下欧式汇率期权的定价
4.
Volatility Measure of Foreign Currency and Analysis of Currency Option Linked Deposits;
汇率波动的度量与个人外汇期权产品研究
5.
Foreign Equity Options Pricing with Stochastic Vatility;
汇率联动期权的随机波动率模型及其定价
6.
Insurance Actuary Pricing of Linked Exchange Rate Options under Exponential of a Levy Process;
指数Levy过程下汇率联动期权的保险精算定价
7.
Foreign Equity Options on the Jump-Diffusion Model and Its Pricing;
多维汇率联动期权跳——扩散模型及其定价
8.
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
9.
Valuing and Innovating of Bear Market Reset Put Options Linked to Foreign Currency;
重设型熊市汇率连动股票卖权的创新与定价研究
10.
The Empirical Evidence of the Linkage between the Spot and Forward Exchange Rate between RMB and US Dollar
人民币美元即期汇率与远期汇率联动关系研究
11.
spot rate and forward rate
即期汇率与远期汇率
12.
forward exchange rate
期货汇率,远期汇率
13.
Foreign Currency Options Pricing Model with Heavy-tailed Exchange Rate Return;
基于汇率回报厚尾性的外汇期权定价模型
14.
Abnormal fluctuation and the volatility term structure of the forward exchange rate
远期汇率的异常波动与波动期限结构
15.
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
16.
Mathematical Model for Pricing a Class of Triggered Exchange Rate Option;
一种触发式汇率期权定价的数学模型
17.
The Latest Fluctuating of Exchange Rate of RMB and Exchange Rate Policies in the Near Future;
近期人民币汇率变动未来汇率政策取向
18.
exchange rate flexibility
汇率伸缩性、机动汇率