1.
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)
2.
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
3.
Application of partial least-squares regression in valuing American-Asian option;
偏最小二乘回归在美式-亚式期权定价中的应用
4.
Simulating Pricing for American Put Options Based on Partial Least Square Method
基于偏最小二乘回归的美式期权仿真定价方法
5.
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
6.
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
7.
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
8.
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
9.
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
10.
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
11.
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
12.
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
13.
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
14.
Adjustment Based of BAW Formula;
基于BAW公式的美式期权解的修正
15.
A Numerical Method for Pricing American-style Asian Options in the GARCH Option Pricing Model;
GARCH模型中美式亚式期权的数值解法
16.
Pricing The Reload Options under Jump-Diffusion Model
一个条件数学期望公式在期权定价中的应用
17.
The Pricing of Permanent American Options and Game Options in the Presence of Event Risk;
带有事件风险的永久美式期权和Game期权的定价
18.
Real Option Similarly American Option With Fluctuated Strike Price;
类似于美式期权的实物期权定价方法研究