1.
Valuing an Interest Rate Spread Option under the Multi-factor HJM Framework;
在多因素HJM框架之下估价一种利率差价期权
2.
Further Analysis of Probability Mldel on Option Butterfly Spread;
期权蝶状价差概率模型的进一步分析
3.
Evaluation method of mining rights based on option;
基于期权的采矿权估价随机利率方法
4.
Pricing of Interest Rate Options on the Defaultable Forward LIBOR;
基于违约远期LIBOR的利率期权的定价
5.
Credit Spread Options and Its Valuation With Monte Carlo Simulations;
信用利差期权及其Monte Carlo模拟定价
6.
Some Issues about Option Pricing under Stochastic Interest Rate;
随机利率下期权定价若干问题的研究
7.
The pricing formula of two reset options with stochastic interest rate;
随机利率下两类重置期权的定价公式
8.
Pricing of Bi-direction European Option under Different Borrowing-lending Interest Rates;
不同借贷利率下欧式双向期权的定价
9.
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
10.
Option Pricing on Maximum or Minimum of Several Assets in Vacicek Model;
Vasicek利率模型下极值期权的定价
11.
Analysis of interest rate of convertibie bonds on a price modal of option;
用期权定价模型分析可转换债券利率
12.
Discrete Time Hedging Errors for European Options under Stochastic Short Rate Model;
随机利率下欧式期权的离散对冲误差分析
13.
Approximating Methods to Discount Factor and Pricing of Option under Stochastic Interest Rate;
贴现率因子逼近与随机利率下期权定价
14.
The Compound Option Pricing with Stochastic Interest Rate and Volatility;
具有随机利率和波动率的复合期权定价
15.
Valuating of Discount Bound Option in a Two-Factor Model of the Term Structure of Interest Rates;
基于两要素利率期限结构的债券期权定价
16.
Pricing Reload Options with Stochastic Interest Rate under Ornstein-Uhlenback Processes;
利率和股票价格遵循O-U过程的再装期权定价
17.
The Valuation of Continuous Strike Options under Stochastic Interest Rates;
在随机利率条件下连续履约价期权的定价
18.
The Pricing of Options with Several Stock Prices Models under Stochastic Interest Rates
随机利率下若干股票价格模型的期权定价