1.
Preferred Hedging Stratagems of American Contingent Claims with Transaction Costs;
带交易费的美式未定权益有偏好的套期保值
2.
Study on pricing of European contingent claims when the interest rate obeys the Vasicek model;
Vasicek利率模型下欧式未定权益定价方法
3.
General pricing formula of European contingent claim and its application
欧式未定权益的一般定价公式及其应用
4.
Pricing Model of European Contingent Claim with Different Interest rate
具有不同借贷利率的欧式未定权益定价模型
5.
Some Kinds of Pricing European Contingent Claims under Vasicek Interest Rates Model;
Vasicek利率模型下几种欧式未定权益的定价
6.
Pricing European Contingent Claims Under Stochastic Interest Rate and Stochastic Life;
随机利率和随机寿命下的欧式未定权益定价
7.
The Valuation of European Contingent Claims about Several StocksWhose Prices Are Governed by Brownian Motions and Poisson Processes;
一类跳跃扩散型股价过程组欧式未定权益定价
8.
Two Formulas of Debt Valuation About risky Enterprise with Contingent Claims Analysis and Comparison;
风险企业债务估值未定权益分析的两个公式
9.
An pricing formulas and hedging stratagem for European contingent claims with no risk-neutral valuation;
非风险中性定价意义下欧式未定权益定价及其套期保值策略
10.
Pricing of European Contingent Claims on Stock Driven by Multidimensional Fractional Brown Motions and Poisson Processes;
标的资产服从一类混合过程的欧式未定权益定价
11.
Pricing on European contingent claim with stochastic life under fractional Brownian motion environment;
分数布朗运动环境下具有随机寿命的欧式未定权益的定价
12.
Hedging European Contingent Claims at Higher Interest Rate for Borrowing with Transaction Costs;
高借款利率下有交易费的欧式未定权益的套期保值
13.
A Study on Option Pricing Model Based on Jump-Volatility;
基于跳跃波动率的未定权益定价模型
14.
THE NO-ARBITRAGE PRICING INTERVAL OF CONTINGENT CLAIMS UNDER TRANSACTION COSTS;
有交易费的未定权益无套利定价区间
15.
The law of future interests developed in a most gnarled and complicated way.
未来权益法的发展形式多样、错综复杂。
16.
Hedging Price and Hedging Strategy of a Contingent Claim with Transaction Cost
有交易费用的未定权益定价及其套期保值策略
17.
Pricing and Hedging of Contingent Claims for the Model of Exponential Simemartingale;
指数半鞅模型未定权益的定价与套期保值
18.
Several Researchs on Pricing Formulates and Hedging Stratagems of Contingent Claims;
关于未定权益定价与套期保值若干问题的研究