1.
A new solution to the geometric average Asian option pricing model;
几何平均亚式期权定价模型的新解法
2.
A research and deduce on asian option pricing model in discrete time periods;
离散时间亚式期权定价模型的研究与推广
3.
Study on the Solution of Asian Option Pricing with Transaction Costs under the CVE Process;
CEV模型下有交易费用的亚式期权定价模型的研究
4.
Geometric Average Asian Options Pricing Model Based on Fraction Brownian Motion and Its Empirical Study
基于分数布朗运动的几何平均亚式期权定价模型及其在权证定价中的应用
5.
The Study of Asian Options Pricing Based on the Binomial Tree Model;
基于二叉树模型亚式期权定价的研究
6.
Pricing and Properties of Asian Option under Lévy Model;
Lévy模型下亚式期权的定价和性质
7.
Price formula for Geometry average Asian option with transaction costs;
浮动敲定价格的几何平均亚式期权的定价模型
8.
The Application of a New Type of Binomial Parameter Model for Asian Options Pricing;
新型二叉树参数模型在亚式期权定价中的应用
9.
Pricing by Geometric Average Asian Option in a Lévy Model;
Lévy市场模型中几何平均亚式期权的定价(英文)
10.
Equivalence of Floating and Fixed Strike Asian Options in a Semimartingale Model;
半鞅模型下浮动敲定价与固定敲定价亚式期权之间的等价关系
11.
Equivalence of Asian Options in Lévy Model;
Lévy模型下亚式期权的等价关系
12.
Study on the Valuation of Asian Options in a Jump-Diffusion Model with Transaction costs
跳-扩散模型中有交易成本的亚式期权的定价研究
13.
Trinomial Option Pricing Model of Barrier Option in Finite Periods;
有限时期障碍期权的三项式期权定价模型
14.
A Monte Carlo Simulation Method for Pricing the Forward-Starting Asian Option with Floating Strike Price
远期生效亚式期权定价的蒙特卡罗模拟法
15.
American Commodity Option Pricing Model and its Numerical Solution
美式商品期权的定价模型及其数值解
16.
Pricing European Options in a Bivariate Jump-diffusion Model;
一类二元跳扩散模型的欧式期权定价
17.
Pricing perpetual options with jump diffusion;
跳扩散模型下永久美式看跌期权定价
18.
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