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.
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
3.
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
4.
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
5.
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
6.
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
7.
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
8.
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
9.
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
10.
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
11.
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
12.
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
13.
A Study on Option Risk Measurement of VaR Index When Underlying Assert Returns are Jump-Diffusion Processes;
标的资产价格服从跳—扩散过程的期权风险评估指标VaR研究
14.
Some Exotic Options Pricing in Jump-Diffusion Models;
跳跃—扩散过程中一些新型期权的定价
15.
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
16.
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
17.
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
18.
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