1.
Pricing European Foreign Currency Option under Jump Fractional Brownian Motion;
跳跃分形过程下欧式汇率期权的定价
2.
Mathematical Model for Pricing a Class of Triggered Exchange Rate Option;
一种触发式汇率期权定价的数学模型
3.
Pricing European currency options in a fractional Brownian environment
分数布朗运动下欧式汇率期权的定价
4.
THE PRICING OF OPTIONS ABOUT FOREIGN EXCHANGE WHOSE RATES ARE DRIVED BY JUMP-DIFFUSION PROCESSES;
跳跃扩散型汇率过程的外汇期权定价
5.
spot rate and forward rate
即期汇率与远期汇率
6.
forward exchange rate
期货汇率,远期汇率
7.
Volatility Measure of Foreign Currency and Analysis of Currency Option Linked Deposits;
汇率波动的度量与个人外汇期权产品研究
8.
Foreign Currency Options Pricing Model with Heavy-tailed Exchange Rate Return;
基于汇率回报厚尾性的外汇期权定价模型
9.
Foreign Equity Options Pricing with Stochastic Vatility;
汇率联动期权的随机波动率模型及其定价
10.
Pricing for a Jump-Diffusion Foreign Exchange Options with Interest Rate under Vasicek Model;
利率服从Vasicek模型的跳跃扩散外汇期权定价
11.
Insurance Actuary Pricing of Linked Exchange Rate Options under Exponential of a Levy Process;
指数Levy过程下汇率联动期权的保险精算定价
12.
The Pricing Formula for European Exchange Rate Call Option Related with the Stock;
与股票相关的欧式汇率买入期权定价公式
13.
The Valuation of Two Quanto Options under a Single-factor HJM Term Structure;
在单因素HJM结构下定价两种汇率连动期权
14.
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
15.
Foreign Equity Options on the Jump-Diffusion Model and Its Pricing;
多维汇率联动期权跳——扩散模型及其定价
16.
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
17.
Pricing of Currency Options Based on Black-Scholes Models with Different Borrowing and Lending Rate
基于不同借贷利率Black-Scholes模型的外汇期权定价
18.
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