1.
Double exponential jump diffusion model for catastrophe bonds pricing;
巨灾债券定价的双指数跳跃扩散模型
2.
Option Pricing with Interest Rate and Stock Have Jump-diffusion Action;
利率、股票有跳跃扩散行为的期权定价
3.
The Valuation Formulas of Reset Put Option with the Jump-diffusion Process;
跳跃扩散型重设卖出期权的定价公式
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.
Estimation of Asymmetric Double Exponential Jump-diffusion Model Using MCMC Method
非对称双指数跳跃扩散模型的MCMC估计
6.
Fuzzy Pricing about European Call Option under the Process of Jump-diffusion
跳跃扩散过程下欧式期权的模糊定价
7.
Pricing of Asian Options with Discrete Geometric Average in the Jump-Diffuse Process;
跳跃扩散型离散几何平均亚式期权的定价
8.
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
9.
Bayesian Analysis of Asymmetric Double Exponential Jump-Diffusion Model;
非对称双指数跳跃扩散模型的贝叶斯分析
10.
Empirical Comparison of Three Double-Exponential-Jump-Diffusion Models;
三种双指数跳跃扩散模型实证比较研究
11.
Interest Rate Model of Jump-Diffusion Process under HJM Frames;
HJM框架下服从跳跃扩散过程的利率模型
12.
The Valuation of European Contingent Claims about Several StocksWhose Prices Are Governed by Brownian Motions and Poisson Processes;
一类跳跃扩散型股价过程组欧式未定权益定价
13.
The Approximate Analytic Price Formulas of Asian Options with Discrete Ari thmetic Averaging in the Jump-diffuse Process;
跳跃扩散型离散算术平均亚式期权的近似价格公式
14.
Application & Studies on the Option Pricing under the Stock Price Processes are Jump and Diffusion Process;
股票价格为跳跃扩散过程的期权定价的研究与应用
15.
Some Exotic Options Pricing in Jump-Diffusion Models;
跳跃—扩散过程中一些新型期权的定价
16.
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
17.
Study of Portfolio and Pricing Problems with Jump-Diffusion Processes
基于跳跃—扩散过程的投资组合与定价问题研究
18.
Option Pricing Method & Application Driven by Asymmetric Jump Diffusion Process;
不对称跳跃—扩散过程的期权定价方法及应用