1.
Option Pricing under Exponential Ornstein-Uhlenbeck Model;
服从指数O-U模型的期权定价研究
2.
Pricing European Power-function Option Under Exponential Ornstein-Uhlenbeck Process and Vasicěk Interest Rate with Martingale Method
Vasicěk随机利率模型下指数O-U过程的幂型期权鞅定价
3.
The unique equivalent martingale measure of this model is found by using the Girsanov theorem.
利用Girsanov定理获得了指数O-U过程模型的唯一等价鞅测度。
4.
We prove that insurance actuary pricing is arbitrage under the exponentila O-U process model.
证明了在指数O U过程模型下保险精算定价是一有套利定价.
5.
The Pricing of Reset Options Driven by Exponential Ornstein-Uhlenback Process;
股票价格遵循指数O-U过程的重设型期权的定价
6.
Pricing mortgage insurance with house price driven by O-U process;
房价服从指数O-U过程保证险的鞅定价
7.
RELOAD STOCK OPTIONS PRICING WITH UNDERLYING STOCK ASSET OBEYING ORNSTEIN-UHLENBECK PROCESS;
股票价格服从指数O-U过程的再装期权定价
8.
Pricing Options on the Maximum of Stocks Driven by Ornsten-Uhlenback Process;
股票价格遵循指数O-U过程的最大值期权定价
9.
Pricing Mortgage Insurance under O-U Process
指数O-U过程下保证险的保险精算定价
10.
Some Exotic Reset Options Pricing in Ornstein-Uhlenback Process Models;
O-U过程模型下一些新型重置期权的定价
11.
Pricing a Kind of Looking Back-Reset Option with Ornstein-Uhlenback Process;
O-U过程模型下一种回望型重置期权的定价
12.
Stationary Property of Gene Selection Model Driven by Additive O-U Noise;
加性O—U噪声驱动下基因选择模型的定态性质
13.
Pricing European Options in Ornstein-Uhlehbeck Model with Jump Risks
具有跳风险O-U过程模型的欧式期权定价
14.
Maximun of brownian motion and barrier option;
股票价格遵循指数O-U过程的变界障碍期权定价
15.
Exponential Ornstein-uhlenbeck Process and Its Application in Value of Investment Project;
指数O-U过程及其在投资项目价值研究中的应用
16.
Option pricing with the underlying stock price driven by Ornstein-Uhlenbeck process under stochastic interest rates
随机利率下股票价格服从指数O-U过程的期权定价
17.
Pricing Continues Square Double Barriers Option with Underlying Assets Driven by Exponential Ornstein-Uhlenback Process
资产价格服从指数O-U过程的连续平方双重障碍期权的定价公式
18.
PRICING OF NEW TYPE ASIAN OPTIONS WITH FRACTIONAL O-U PROCESS;
基于分数O-U随机过程的新型亚式期权的定价(英文)