1.
Pricing and Properties of Asian Option under Lévy Model;
Lévy模型下亚式期权的定价和性质
2.
Equivalence of Asian Options in Lévy Model;
Lévy模型下亚式期权的等价关系
3.
Option Pricing under Lévy Model with Markov Regime Switching;
带有马尔可夫开关的Lévy模型下的期权定价
4.
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
5.
Optimal Investment with Transaction Costs under aHyperbolic Lévy Model Abstract;
双曲Lévy模型下有交易费时的最优投资问题
6.
Comparative Study on Pricing Efficiency of SVJ Model under the Framework of Lévy Process
Lévy框架下SVJ模型定价效率的比较研究
7.
Generalization about the B-S Model and the Stock Price Model with Lévy Type;
关于B-S模型和Lévy型股票价格模型的推广研究
8.
Pricing by Geometric Average Asian Option in a Lévy Model;
Lévy市场模型中几何平均亚式期权的定价(英文)
9.
Theorem of the Modulus of Continuity of Levy under the Condition of Weighted Sum that Averages Interval Segments;
等间距分段加权和的Lévy连续模定理
10.
Lévy-Meixner White Noise Calculus;
Lévy-Meixner白噪声分析
11.
Construction of Fractional Lévy Noises and Quantum Lévy Processes;
分式Lévy噪声与量子Lévy过程的构造
12.
Lévy White Noises and Fractional Lévy Noises on Gel'fand Triple
Gel'fand三元组上的Lévy白噪声和分数Lévy噪声
13.
Research on Barrier Option Valuation Driven by Levy Process;
Lévy过程下的障碍期权定价研究
14.
Existence and Uniqueness of Solutions for FBSDE Driven by a Lévy Process;
Lévy过程驱动下的FBSDE的解的存在唯一性
15.
Study Change Point Detection of Mean Shift in Lévy Stable Process;
Lévy稳定过程均值变点监测研究
16.
Research on Quanto Lookback Option Valuation by Lévy Process;
Lévy过程下的回望式双币期权定价研究
17.
A Stochastic Linear-quadratic Optimal Control Problem with Lévy Process in Infinite Time Horizon;
Lévy过程驱动下的无穷时间区间LQ问题
18.
On the expected discounted penalty function for a Lévy risk process perturbed by diffusion;
带扰动Lévy风险过程的G-S函数