1.
A Numerical Method for Pricing American-style Asian Options in the GARCH Option Pricing Model;
GARCH模型中美式亚式期权的数值解法
2.
MONTE CARLO SIMULATION METHOD FOR PRICING AMERICAN-STYLE ASIAN OPTION IN THE GARCH OPTION PRICING MODEL;
GARCH模型中美式亚式期权价值的蒙特卡罗模拟算法
3.
Application of partial least-squares regression in valuing American-Asian option;
偏最小二乘回归在美式-亚式期权定价中的应用
4.
Numerical Methods for Pricing American and Asian Options;
金融衍生产品中美式与亚式期权定价的数值方法研究
5.
Adjustment Based of BAW Formula;
基于BAW公式的美式期权解的修正
6.
The Pricing of the Preferred Hedging Aermicancontingent Claims Under Transaction Costs
带跳的美式与永久美式期权的定价与停时
7.
The Study of Asian Options Pricing Based on the Binomial Tree Model;
基于二叉树模型亚式期权定价的研究
8.
Research on the Price of the Geometric Average Asian Options with a Jump;
带跳的几何平均亚式期权的定价研究
9.
Research on Problems of Asian Option Pricing;
关于亚式期权定价的若干问题的研究
10.
Pricing and Properties of Asian Option under Lévy Model;
Lévy模型下亚式期权的定价和性质
11.
Asian Option Pricing with Volatility Following a Finite Markov Chain;
波动率服从有限Markov链的亚式期权定价
12.
Pricing Asian Options with Emphasis on Control Variate Monte Carlo Methods;
亚式期权的控制变量Monte Carlo模拟
13.
Equivalence of Asian Options in Lévy Model;
Lévy模型下亚式期权的等价关系
14.
A new solution to the geometric average Asian option pricing model;
几何平均亚式期权定价模型的新解法
15.
Pricing of Asian options with time-dependent parameters;
亚式期权在依赖时间的参数下的定价
16.
The pricing formula of the geometric Asian exchange option related with exchange rate;
与汇率相关的几何平均亚式交换期权定价公式
17.
The Pricing of Permanent American Options and Game Options in the Presence of Event Risk;
带有事件风险的永久美式期权和Game期权的定价
18.
Real Option Similarly American Option With Fluctuated Strike Price;
类似于美式期权的实物期权定价方法研究