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.
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
3.
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
4.
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
5.
The Research of the Short Term Price of a Credit Default Swap in a Jump Diffusion Model with Two-sided Exponentially Distributed Jump;
双指数跳扩散模型信用违约互换短期价格研究
6.
Option Pricing and Optimal Investment-consumption in a Double Exponential Jump-diffusion Model with Market Structure Risks;
市场结构风险下双指数跳扩散模型期权定价与最优投资消费
7.
Pricing European options under a double exponential jump-diffusion model with multi-factor CIR market structure risks
多因素CIR市场结构风险的双指数跳扩散模型欧式期权定价
8.
Valuation of American Option in a Double Exponential Jump-Diffusion Model with Stochastic Volatility
随机波动率与双指数跳扩散组合模型的美式期权定价
9.
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
10.
A Valuation Model of Mining Rights of Coal Resources Based on Coal Reserves Value Following Jump-diffusion Process;
基于跳跃-扩散过程的煤炭资源采矿权估价模型
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.
Parameter Estimation of Asymmetric Possion Jump-Diffusion Model;
非对称Possion跳——扩散模型的参数估计
13.
Pring of Exotic Options on Fractional Jump-Diffusions
分数跳—扩散模型下的奇异期权定价
14.
EXCHANGE OPTION PRICING ON FRACTIONAL JUMP-DIFFUSIONS
分数跳-扩散模型下的互换期权定价
15.
To Analyse on Pricing of Asia Options Based on Double-Exponential Jump-Diffusion Process;
基于双指数跳扩散过程的亚式期权的解析定价
16.
Analytical Pricing of Lookback Options in a Double-exponential Jump-diffusion Model;
基于双指数跳-扩散过程的回望期权的解析定价
17.
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
18.
Some Exotic Options Pricing in Jump-Diffusion Models;
跳跃—扩散过程中一些新型期权的定价