1.
THE MARTINGLE PRICING METHOD ABOUT A EUROPEAN UP & OUT CALL ON CALL OPTION;
欧式向上敲出看涨认购权证的鞅方法定价
2.
Asset Pricing Method Based on Martingale and Entropy Theories
基于鞅和熵原理的资本资产定价方法
3.
The Martingale Approach for Credit-Risky Option Pricing;
关于有信用风险的期权定价的鞅方法
4.
Pricing Models of Warrants Based on Equivalent Martingale;
基于等价鞅方法下认股权证的定价模型
5.
THE EQUIVALENT MARTINGALE MEASURE PRICING MODEL OF WARRANTS AND ITS NUMERICAL METHOD;
认股权证的等价鞅测度定价模型与数值方法
6.
Options Valuating of FBM Model Based on the Martingale Method;
基于鞅方法的分数Brown运动模型的期权定价
7.
PRICING OF THE SIMPLE CONVERTIBLE BONDS --A fMARTINGALE APPROACH;
简单可转换债券的定价——一种鞅方法(英文)
8.
Nonparametric Approach to Two-factor Convertible Bond(Descrete Model):Based on A New Martingale Approach
双因素可转债定价的非参数方法(离散情形)——基于新的鞅方法
9.
Formation of Equavalent Martingale Measure on Pricing of European Options in Binomial Tree Model and Its Application;
欧式期权定价的二叉树方法中的等价鞅测度严格构造及其应用
10.
Option pricing by the martingale measure method considering the price of stock dividends payment and a jump-diffusion process;
支付红利股票的跳扩散过程下期权定价的鞅方法
11.
Martingale Method of the Power Payoffs European Options Pricing with Different Borrow-Lending Intrest Rate
具有不同借贷利率的幂型欧式期权定价的鞅方法
12.
Option Pricing by the Backward Stochastic Differential Equation Method and the Equivalent Probability Martingale Measure in the Jump-diffusion Model
跳跃-扩散模型中期权定价的倒向随机微分方程方法及等价概率鞅测度
13.
In this paper,we introduce the martingale convergence theorem and martingale hyperconvergence theorem for analyzing performances of identification methods and states their application ranges.
介绍了用于辨识方法性能研究的鞅收敛定理和鞅超收敛定理,阐述了其应用范围;
14.
The application of Backward Stochastic Differential Equation with ocone martingale to European option;
Ocone鞅驱动的倒向随机微分方程在欧式期权定价中的应用
15.
Continuous-Martingale Analysis in Option Pricing;
连续鞅分析在期权定价中的应用研究
16.
The Martingale Pricing for Convertible Bond with back buy Treaty;
附有回购条款的可转换债券的鞅定价
17.
The Martingale Pricing for Convertible Bond with Back Sell Treaty;
附有回售条款的可转换债券的鞅定价
18.
THE EQUIVALENT THEOREMS OF B_VALUE’S AMART;
Banach空间值渐近鞅的等价定理