1.
Pricing models for default-risky european options
违约风险的欧式期权定价模型(英文)
2.
Option Pricing Model when Stock Price Returns Have Hyperbolic Distribution with Underlying Stock Paying Dividends;
股票收益服从双曲线分布且有红利支付时欧式期权定价模型
3.
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
4.
Pricing of Bi-direction European options on stocks driven by Poisson jump diffusion process;
带有Poisson跳的股票价格模型的欧式双向期权定价
5.
Martingale Pricing of the European Up-and-In Calls Under the Models of Stock Price Fluctuation;
价格波动源模型下欧式上入局期权的鞅定价
6.
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
7.
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
8.
European Option with Stock Price Distributions with Stochastic Volatility and Pricing Model for the Buy-again Option;
随机漂移的欧式期权定价与可追加的期权定价模型
9.
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
10.
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
11.
Pricing European Options in Ornstein-Uhlehbeck Model with Jump Risks
具有跳风险O-U过程模型的欧式期权定价
12.
Pricing of European up-and-inoption based on jump-diffusion model
基于跳扩散模型的欧式上升敲入期权定价研究
13.
ORNSTEIN-UHLENBECK MODEL OF EUROPEAN OPTION PRICING IN FRACTIONAL JUMP-DIFFUSION ENVIRONMENT
分数跳-扩散环境下欧式期权定价的Ornstein-Uhlenbeck模型
14.
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
15.
Fuzzy Pricing about European Call Option under the Process of Jump-diffusion
跳跃扩散过程下欧式期权的模糊定价
16.
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
17.
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
18.
Pricing European options under a double exponential jump-diffusion model with multi-factor CIR market structure risks
多因素CIR市场结构风险的双指数跳扩散模型欧式期权定价