1.
Study on pricing of European contingent claims when the interest rate obeys the Vasicek model;
Vasicek利率模型下欧式未定权益定价方法
2.
A Study on Option Pricing Model Based on Jump-Volatility;
基于跳跃波动率的未定权益定价模型
3.
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
4.
Pricing Model of European Contingent Claim with Different Interest rate
具有不同借贷利率的欧式未定权益定价模型
5.
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
6.
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
7.
Some Issues about the Pricing of Contingent Claim under Stochastic Interest Rate;
随机利率情形下未定权益定价若干问题的研究
8.
Pricing European Contingent Claims Under Stochastic Interest Rate and Stochastic Life;
随机利率和随机寿命下的欧式未定权益定价
9.
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
10.
THE NO-ARBITRAGE PRICING INTERVAL OF CONTINGENT CLAIMS UNDER TRANSACTION COSTS;
有交易费的未定权益无套利定价区间
11.
Pricing Equity-Indexed Annuities under the Credit Risk;
考虑信用因素时权益指数年金的定价
12.
Valuing Equity-indexed Annuities With Mortality Risk;
考虑死亡风险下权益指数年金的定价
13.
THE EUROPEAN OPTION PRICING OF STOCK WITH CIRCLE EXPECTED RATE OF RETURN;
收益率周期波动的股票欧式期权定价
14.
Determination of Discount Rate in Income Method for Equity Valuation
收益法评估股权价值中折现率的确定
15.
Auto-correlated Stock Returns and Pricing of Derivative Warrants
正股收益自相关性与备兑权证的定价
16.
The Residue Theorem for Simplifying the Fixed-income Option Pricing Equation
利用残数定理简化固定收益期权定价公式
17.
Circulation Right Pricing, Reform of Equity Separation and Protecting Public Investor Interests;
流通权定价、股权分置改革与公众投资利益保护
18.
Premliminary Research on Precision Agriculture Benefit Evaluation Based on Real Option Pricing Method;
基于实物期权定价法的精准农业效益评价初探