1.
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
2.
Analytical Pricing of Lookback Options in a Double-exponential Jump-diffusion Model;
基于双指数跳-扩散过程的回望期权的解析定价
3.
Quanto Forward Contracts and Quanto Barrier Options Pricing Model;
双币种远期契约与双币种障碍期权的定价模型
4.
Superconvergence of Finite Element Methods for Pricing Options
美式回望期权定价的有限元超收敛分析(英文)
5.
A Review of and Outlook at China s Monetary Policy in the Period of the 10th-five-year;
“十五”期间中国货币政策的回顾与展望
6.
Pricing for European Lookback Options with Time Varying Parameters and Stochastic Life;
基于时变参数且具有随机寿命的欧式回望期权的定价
7.
Pricing Quanto Options, Quanto Reset and Quanto Extremum Options in a Jump-difussion Model;
跳扩散模型下双币种及双币种重置、极值期权的定价
8.
The Review and Prospect of Recent Economic Situation and Suggestions on Monetary Policy;
近期经济形势回顾、展望与货币政策建议
9.
Pricing Quanto Options in Jump-Diffusion Model;
股票价格服从跳扩散过程的双币种期权定价
10.
MODELS AND SOLUTIONS OF TWO DUAL-CURRENCY PRICING OPTIONS UNDER TWO EXCHANGE RATE SYSTEM
两种汇率制度的双币种期权定价模型及其解
11.
A Study on the Valuation of Lookback Options in a Jump-diffusion Model;
跳—扩散模型中回望期权的定价研究
12.
Study on the valuation of lookback options in a jump-diffusion model;
跳-扩散模型中回望期权的定价研究
13.
Pricing Futures Contract Considering Reserve Margin Based on Lookback Option Model
基于回望期权考虑备用保证金的期货定价模型
14.
and which we hope to be able to keep in the leadership position in this and one or two other new markets.
我们希望能在货币期权以及一两种其他新领域处于领先地位。
15.
Numerical solution for one of the pricing models of the lookback options with transaction costs;
有交易成本的回望期权定价模型的数值解
16.
Pricing a Kind of Looking Back-reset Call Option with Ornstein-Uhlenback Process;
一种回望重置看跌期权在O-U过程下的定价
17.
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
18.
Study of Lookback Option Pricing in Fractional Brownian Motion Environment
分数布朗运动条件下回望期权的定价研究