1.
DETERMINATION OF THE PROBABILITY COEFFICIENTS IN THEOPTION PRICING MODEL WITH DISCRETE TIME;
离散时间期权定价模型中概率系数的确定
2.
A research and deduce on asian option pricing model in discrete time periods;
离散时间亚式期权定价模型的研究与推广
3.
The Option Pricing Model under Discrete Time and Transaction Cost and Its Application to Financial Product Innovation
离散时间下有交易成本的期权定价模型及在金融产品创新中的运用
4.
Futures Pricing Based on the Method of Numeraire Portfolio in Discrete-time Incomplete Financial Markets;
离散时间不完全市场下基于计价单位投资组合法的期货定价模型
5.
The Study of Option Price Model under Jump-diffusion Process with Time-dependent Parameters;
期权在依赖时间参数下的跳—扩散定价模型的研究
6.
A Discrete Time Asset Pricing Model Based on Habit Formation;
一个基于习惯形成的离散时间的资产定价模型
7.
The Pricing of Exotic Options in the Model of Jump-diffussion;
各类新型期权在跳扩散模型下的定价
8.
Time-dependent Parameters of Constant Elasticity of Variance Option Pricing Model with Transaction Costs;
时间依赖型CEV带交易费的期权定价模型
9.
Pricing of Asian Options with Discrete Geometric Average in the Jump-Diffuse Process;
跳跃扩散型离散几何平均亚式期权的定价
10.
A Study on the Valuation of Lookback Options in a Jump-diffusion Model;
跳—扩散模型中回望期权的定价研究
11.
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
12.
Pricing perpetual options with jump diffusion;
跳扩散模型下永久美式看跌期权定价
13.
Study on the valuation of lookback options in a jump-diffusion model;
跳-扩散模型中回望期权的定价研究
14.
Pring of Exotic Options on Fractional Jump-Diffusions
分数跳—扩散模型下的奇异期权定价
15.
Improved reload option pricing under jump-diffusion model
改进的跳扩散模型下的再装期权定价
16.
EXCHANGE OPTION PRICING ON FRACTIONAL JUMP-DIFFUSIONS
分数跳-扩散模型下的互换期权定价
17.
Permanence and Periodic Solutions of the Discrete Population Models;
离散时间种群模型的持久性及周期解
18.
Option pricing of a dividends-payment model with a jump-diffusion;
定期支付红利的跳扩散模型的期权定价