1.
Research in Option Pricing When Pricing Process is a Jump-diffusion Process;
一种特殊跳-扩散过程的期权定价研究
2.
Pricing of reload stock options with the stock price obeying the nonhomogeneous Poisson jump diffusion process;
非齐次Poisson跳-扩散再装股票期权的定价
3.
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
4.
EXCHANGE OPTION PRICING ON FRACTIONAL JUMP-DIFFUSIONS
分数跳-扩散模型下的互换期权定价
5.
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
6.
Some Exotic Options Pricing in Jump-Diffusion Models;
跳跃—扩散过程中一些新型期权的定价
7.
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
8.
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
9.
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
10.
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
11.
Pricing perpetual options with jump diffusion;
跳扩散模型下永久美式看跌期权定价
12.
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
13.
Parameter Estimation of Asymmetric Possion Jump-Diffusion Model;
非对称Possion跳——扩散模型的参数估计
14.
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
15.
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
16.
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
17.
Pring of Exotic Options on Fractional Jump-Diffusions
分数跳—扩散模型下的奇异期权定价
18.
Improved reload option pricing under jump-diffusion model
改进的跳扩散模型下的再装期权定价