1.
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
2.
Pricing Formulas for Power-function Options with No Risk-Neutral Valuation;
非风险中性定价意义下幂函数族期权定价模型
3.
Power Function to Reset the Exchange Rate-based Pricing of Options
幂函数重设型汇率连动股票期权的定价
4.
Pricing formulas of European options with power payoff in fractional Brownian motion environment
分数布朗运动环境下幂型支付的期权定价公式
5.
Stochastic Innovation Power Options Pricing Based on the Measure Transformation Methods
基于测度变换方法的随机型创新幂式期权定价
6.
OBSERVED INFORMATION BASED OPTION PRICING MODEL IN FRACTIONAL B-S MARKET;
基于观察信息的分数B-S市场的欧式幂期权定价模型
7.
The Statistical Properties of Parameters and Implied Volatility from European Power Function Call Option;
欧式幂期权定价模型中参数及隐含波动率的统计特性
8.
THE PRICING OF THE INNOVATIVE RESET OPTIONS WITH POWER PAYOFF WHEN BONE PRICE FOLLOWS A STOCHASTIC DIFFERENTIAL EQUATION DRIVEN BY BROWN MOVEMENT
债券受布朗运动驱动时幂型支付重置期权的定价
9.
Martingale Method of the Power Payoffs European Options Pricing with Different Borrow-Lending Intrest Rate
具有不同借贷利率的幂型欧式期权定价的鞅方法
10.
The Statistical Properties of Implied Standard Deviation Inferred from European Options with Powers;
欧式幂期权定价中隐含标准差的统计特征
11.
PRICING OF EUROPEAN POWER OPTIONS IN MULTIDIMENSIONAL FRACTIONAL BROWN MOTIONS ENVIRONMENT;
分数布朗运动环境下欧式幂期权的定价
12.
PRCING OF EURPEAN POWER OPTIONS UNDER FRACTIONAL O-U PROCESS AND STOCHASTIC RATE
随机利率下服从分数O-U过程的欧式幂期权定价
13.
Weighted Adaptive Histogram Equalization Based on Exponential Function
基于幂函数的加权自适应直方图均衡
14.
Value Evaluation Model of Water Rights Option Based on Real Option Theory
基于实物期权理论的水权期权价值评估模型
15.
Mini-Hang Seng Index Options Contract
小型恒生指数期权合约
16.
Black-Scholes Option Pricing Model
Black-Scholes期权定价模型
17.
Multi-Dimensional Black-Scholes Model of Option Pricing;
多维Black-Scholes期权定价模型
18.
Opton Pricing of the Generalized Black-Scholes Model;
广义Black-Scholes期权定价模型