1.
Double exponential jump diffusion model for catastrophe bonds pricing;
巨灾债券定价的双指数跳跃扩散模型
2.
Estimation of Asymmetric Double Exponential Jump-diffusion Model Using MCMC Method
非对称双指数跳跃扩散模型的MCMC估计
3.
Bayesian Analysis of Asymmetric Double Exponential Jump-Diffusion Model;
非对称双指数跳跃扩散模型的贝叶斯分析
4.
Empirical Comparison of Three Double-Exponential-Jump-Diffusion Models;
三种双指数跳跃扩散模型实证比较研究
5.
Risk Correlation Research on Stock Market and Stock Index Futures Market in China Based on Jump Diffusion Model
基于跳跃扩散模型的中国股市和期市风险关联研究
6.
Pricing for a Jump-Diffusion Foreign Exchange Options with Interest Rate under Vasicek Model;
利率服从Vasicek模型的跳跃扩散外汇期权定价
7.
A Valuation Model of Mining Rights of Coal Resources Based on Coal Reserves Value Following Jump-diffusion Process;
基于跳跃-扩散过程的煤炭资源采矿权估价模型
8.
Interest Rate Model of Jump-Diffusion Process under HJM Frames;
HJM框架下服从跳跃扩散过程的利率模型
9.
Fuzzy Pricing about European Call Option under the Process of Jump-diffusion
跳跃扩散过程下欧式期权的模糊定价
10.
Some Exotic Options Pricing in Jump-Diffusion Models;
跳跃—扩散过程中一些新型期权的定价
11.
The Valuation Formulas of Reset Put Option with the Jump-diffusion Process;
跳跃扩散型重设卖出期权的定价公式
12.
THE PRICING OF OPTIONS ABOUT FOREIGN EXCHANGE WHOSE RATES ARE DRIVED BY JUMP-DIFFUSION PROCESSES;
跳跃扩散型汇率过程的外汇期权定价
13.
Coherent measures of credit portfolio risk under jump-diffusion framework based on saddlepoint approximations;
跳跃-扩散模型框架下基于鞍点近似的信用组合一致性风险度量
14.
Three-factor Model for Evaluating Coal Resource Mining Rights Based on Jump-Diffusion Process;
基于跳跃-扩散过程的煤炭资源采矿权估价三因素模型
15.
A Study on Pricing for Adjusted Rate Mortgage-Backed Securities Based on Jump-Diffusion Interest Rate Model;
基于跳跃-扩散利率模型的浮动利率抵押贷款支持证券定价研究
16.
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
17.
The Valuation of European Contingent Claims about Several StocksWhose Prices Are Governed by Brownian Motions and Poisson Processes;
一类跳跃扩散型股价过程组欧式未定权益定价
18.
Option Pricing by the Backward Stochastic Differential Equation Method and the Equivalent Probability Martingale Measure in the Jump-diffusion Model
跳跃-扩散模型中期权定价的倒向随机微分方程方法及等价概率鞅测度