1.
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
2.
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
3.
Pricing Options and Parameter Estimate under Double Exponential Jump Diffusion Process;
基于双指数跳扩散过程的期权定价及其参数估计
4.
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
5.
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
6.
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
7.
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
8.
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
9.
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
10.
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
11.
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
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.
Global Exponential Stability of Delayed BAM Neural Networks with Reaction-diffusion Terms;
带反应扩散项的时滞双向联想记忆神经网络的全局指数稳定性
16.
Pricing of Bi-direction European Option under a Kind of Jump Diffusion Model;
一类跳扩散模型下的欧式双向期权定价
17.
Pricing Quanto Options in Jump-Diffusion Model;
股票价格服从跳扩散过程的双币种期权定价
18.
Pricing Quanto Options, Quanto Reset and Quanto Extremum Options in a Jump-difussion Model;
跳扩散模型下双币种及双币种重置、极值期权的定价