1.
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
2.
EXCHANGE OPTION PRICING ON FRACTIONAL JUMP-DIFFUSIONS
分数跳-扩散模型下的互换期权定价
3.
Martingale Pricing for Convertible Bond with Risk in Jump-Diffusion Model;
股价服从跳-扩散模型的可转换债券的定价
4.
The Pricing of Exotic Options in the Model of Jump-diffussion;
各类新型期权在跳扩散模型下的定价
5.
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
6.
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
7.
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
8.
Pricing perpetual options with jump diffusion;
跳扩散模型下永久美式看跌期权定价
9.
Parameter Estimation of Asymmetric Possion Jump-Diffusion Model;
非对称Possion跳——扩散模型的参数估计
10.
Research of Credit Risk Model Based on Jump Process;
基于跳——扩散过程的信用风险模型研究
11.
Pring of Exotic Options on Fractional Jump-Diffusions
分数跳—扩散模型下的奇异期权定价
12.
Improved reload option pricing under jump-diffusion model
改进的跳扩散模型下的再装期权定价
13.
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
14.
"Jinchengli"Equity Linked Policy Model with Jump Diffusion;
带跳扩散的“金诚利”投资连结型保险模型
15.
The Price of the Derivatives under Stochastic and Jump-diffusion Model;
随机和跳扩散模型下金融衍生产品的定价
16.
A Study on Two Exotic Options Pricing under Jump-diffusion Model;
跳扩散模型下两种奇异期权的定价研究
17.
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
18.
A Study on Several Exotic Options Pricing under Jump-diffusion Model;
跳扩散模型下几种奇异期权的定价研究