1.
Utility Indifference Pricing and Hedging in Heston Model
Heston模型的效用无差别定价和套期保值
2.
Some Studies on the Pricing and Hedging of the Interest Rate Derivatives;
利率衍生产品定价和套期保值的若干研究
3.
Utility Indifference Pricing and Hedging in Stein-Stein Model;
Stein-Stein模型的效用无差别定价和套期保值
4.
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
5.
Modified Black-Scholes Formula and Dynamic Hedging Strategy;
修正的Black-Scholes期权定价及套期保值
6.
Hedging price of no-arbitrage contingent claims under transaction costs;
有交易费的未定权益无套利套期保值定价
7.
Once Hedge Strategy,Dual Hedge Strategy and Contribution Rate;
一重套期保值、二重套期保值和贡献率
8.
Asian Options Pricing and Application in Foreign Exchange Hedge;
亚式期权定价及其在外汇套期保值中的应用
9.
Based on the Modified Black-Scholes Option Pricing Model of Hedging
基于修正的Black-Scholes期权定价模型的套期保值
10.
Study of hedging parameters based on the entropy model of stock option pricing
基于股票期权定价熵模型的套期保值参数研究
11.
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
12.
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
13.
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
14.
Stock index futures have two functions, including hedging and discovering price.
股指期货具有价格发现和套期保值两大功能。
15.
Hedging strategy under uncertain price density function
价格密度函数不确定情形下的套期保值策略
16.
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
17.
Market Model and Hedging Contingent Claims under Transaction Costs;
带交易费的市场模型和未定权益套期保值
18.
The Minimal Bond Asset of Hedging of Contingent Claims under Transaction Costs;
有交易费的套期保值未定权益的最小债券价值量