1.
Adjustment Based of BAW Formula;
基于BAW公式的美式期权解的修正
2.
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
3.
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
4.
The Pricing of the Preferred Hedging Aermicancontingent Claims Under Transaction Costs
带跳的美式与永久美式期权的定价与停时
5.
THE VALUATION OF AMERICAN PUT OPTIONS WITH STOCHASTIC VOLATILITY
随机波动率的美式期权定价(英文)
6.
The Valuation of Permanent American Options in the Presence of Event Risk;
带有事件风险的永久美式期权的定价
7.
THE PRICING OF AMERICAN OPTION IN INFINITE TIME AND OPTIMAL STOPING IN THE MARKOV CHAIN
无限期美式期权定价与马氏链的最优停止
8.
Choice of Optimal Hedging Time in Discrete-Time America Option;
离散型美式期权的最优套期交易时刻的选择
9.
European Option and American Option Pricing with Stochastic Interest Rate and Their Applications
在随机利率条件下欧式期权、美式期权的定价及其期权定价理论的应用
10.
A Study on Venture Capital Policy Based on Evaluation of American Option
基于美式期权估价的风险投资策略研究
11.
A pricing method for American options on stocks with dividends
一种基于支付红利股票的美式期权定价方法
12.
Finite Element Methods for A Nonlocal Problem in American Option Valuation
美式期权定价中非局部问题的有限元方法
13.
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
14.
American Commodity Option Pricing Model and its Numerical Solution
美式商品期权的定价模型及其数值解
15.
A FINITE ELEMENT METHOD FOR PRICING AMERICAN OPTION ON BONDS
美式债券期权定价问题的有限元方法
16.
Finite Difference Methods for Pricing the American Put Options;
美式看跌期权定价问题的有限差分法
17.
Pricing perpetual options with jump diffusion;
跳扩散模型下永久美式看跌期权定价
18.
Analysis of the Exercise Boundary of an American Interest Rate Option;
美式利率期权的最佳实施边界的分析