1.
ESTIMATION OF THE STOCHASTIC VOLATILITY MODEL IN ORNSTEIN-UHLENBECK MODEL;
Ornstein-Uhlenbeck随机波动率模型的参数估计
2.
Pricing European Barrier Options in Hull-White Stochastic Volatility Model
Hull-White随机波动率模型的欧式障碍期权
3.
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
4.
Price-range and Return Based Stochastic Volatility Model--with an Application to Chinese Stock Market Volatility;
基于日内价格幅度与回报的随机波动率模型
5.
Optimal Portfolio Choice under a Stochastic Volatility Model;
随机波动率模型下的最优证券组合选择
6.
Statistical Inference and Derivatives Pricing in Stochastic Volatility Model;
随机波动率模型的统计推断及其衍生证券的定价
7.
Utility indifference pricing and hedging to stochastic volatility model;
随机波动率模型的效用无差别定价和套期保值策略
8.
Unit Root Test for Stochastic Volatility Models and An Empirical Study of Chinese Stock Market;
随机波动率模型下的单位根检验及对我国股市的实证研究
9.
Stochastic Volatility Models Based Bayesian Method and Their Application;
基于贝叶斯原理的随机波动率模型分析及其应用
10.
Minimal Entropy Martingale Measure and Utility Indifference Pricing in the Stochastic Volatility Model
随机波动率模型的最小熵鞅测度和效用无差别定价
11.
Study on Stochastic Volatility Model of CNY Exchange Rate Expectation;
人民币汇率预期的随机波动模型研究
12.
Pricing of American Call Option under Lévy Model with Stochastic Volatility;
带随机波动率的Lévy模型下美式看涨期权的定价
13.
The Pricing of Exotic Options under Stochastic Volatility;
具有价格随机波动率的新型期权定价
14.
The Affine Stochastic Volatility Interest Rate Model with Jump Process and Its Application;
包含Jump过程的仿射随机波动利率模型及其应用研究
15.
Nonparametric Estimation of Drift and Volatility Functions in Stochastic Diffusion Models
随机扩散模型中的漂移函数与波动率函数的非参数估计
16.
An Empirical Study of Stochastic Volatility Diffusion Model of Short-term Interest Rates with Markov-Switching
马尔可夫状态转换加随机波动瞬时利率模型实证研究
17.
The contingent claim pricing with continuous dividend and stochastic volatility
基于连续红利支付和随机波动率的未定权益定价模型
18.
Valuation of American Option in a Double Exponential Jump-Diffusion Model with Stochastic Volatility
随机波动率与双指数跳扩散组合模型的美式期权定价