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1.
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
2.
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
3.
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
4.
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
5.
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
6.
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
7.
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
8.
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
9.
THE EUROPEAN OPTION PRICING OF STOCK WITH CIRCLE EXPECTED RATE OF RETURN;
收益率周期波动的股票欧式期权定价
10.
The Basic Theory and Account formula of the Pricing of the European Options
欧式期权定价基本原理及其计算公式
11.
Pricing of European Call Option on Corporate Bond
企业债券的欧式期权的定价公式(英文)
12.
The Research of Black-Scholes’ Formula for Pricing European Options;
基于欧式期权的Black-Scholes定价公式研究
13.
The Fourier Deduction of Black-Scholes Pricing Formula of European Options
欧式期权的Black-Scholes定价公式的Fourier推导
14.
Research on Some European Option Pricing Problems
关于欧式期权定价的若干问题的研究
15.
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
16.
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
17.
Pricing of European Chooser Options on Jump-diffusion Processes;
跳跃-扩散过程下欧式任选期权的定价
18.
Pricing European Option on Stocks Based on Ornstein-Uhlenbeck Process;
基于Ornstein-Uhlenbeck过程的欧式期权的定价