1.
The Study of Reload Option and General Exchange Option Pricing;
再装期权和广义交换期权的定价问题研究
2.
New Method to Pricing on Option to Exchange One Asset to Another-An Actuarial Approach;
交换期权定价的新方法—保险精算方法
3.
Option Pricing by Esscher Transforms;
期权定价的Esscher变换方法
4.
The pricing formula of the geometric Asian exchange option related with exchange rate;
与汇率相关的几何平均亚式交换期权定价公式
5.
A Study on Option Pricing with a Kind of Exchange Option and a Kind of Stochastic Interest Rates;
一类交换期权和一类随机利率期权定价问题的研究
6.
Actuarial pricing approach to Europe option and exchange option under stochastic interest rates and O-U process
欧式期权和交换期权在随机利率及O-U过程下的精算定价方法
7.
The Exchange Option of Pricing Underlying Asset Price Submitted to the Geometric Fractional Brownian Motion;
标的资产价格服从几何分数布朗运动的交换期权定价
8.
Option Pricing Model of Exchange One Asset for Another When Underlying Asset Processes Are Jump-Diffusion Processes;
股票价格服从跳扩散过程的资产交换期权定价模型
9.
European Put Options Pricing by Esscher Transform;
欧式看跌期权的Esscher变换定价法
10.
PRICING EUROPEAN DOWN-AND-OUT POWER CALLS BY ESSCHER TRANSFORMS;
再装股票期权的Esscher变换定价
11.
Fourier Transform Analysis for Option Pricing of Quadratic Diffusions;
二次扩散期权定价问题的Fourier变换分析
12.
Mellin Transform Solution for the European Options
Mellin变换在欧式期权定价中的应用
13.
EXCHANGE OPTION PRICING ON FRACTIONAL JUMP-DIFFUSIONS
分数跳-扩散模型下的互换期权定价
14.
Application of the B-S Option Pricing Model in the Valuation of Convertible Bonds;
B-S期权定价模型在可转换债券定价中的应用
15.
Option to Exchange One Asset for Another and the Performance Incentive Fee of Our Country s Investment Funds;
交换期权与我国投资基金业绩报酬的价值
16.
Forecasting the Stock Price with Hilbert-Huang Transforms and Pricing Option;
基于Hilbert-Huang变换下的股票价格预测及期权定价
17.
Option Pricing with Transaction Costs under CEV Model;
CEV模型下有交易成本的期权定价
18.
Pricing Geometric Average Asian Options with Transaction Costs and Floating Strike Price;
具有浮动敲定价和交易费的几何亚式期权定价