1.
A Numerical Method for Pricing American-style Asian Options in the GARCH Option Pricing Model;
GARCH模型中美式亚式期权的数值解法
2.
The Study of Asian Options Pricing Based on the Binomial Tree Model;
基于二叉树模型亚式期权定价的研究
3.
Research on the Price of the Geometric Average Asian Options with a Jump;
带跳的几何平均亚式期权的定价研究
4.
Research on Problems of Asian Option Pricing;
关于亚式期权定价的若干问题的研究
5.
Pricing and Properties of Asian Option under Lévy Model;
Lévy模型下亚式期权的定价和性质
6.
Asian Option Pricing with Volatility Following a Finite Markov Chain;
波动率服从有限Markov链的亚式期权定价
7.
Pricing Asian Options with Emphasis on Control Variate Monte Carlo Methods;
亚式期权的控制变量Monte Carlo模拟
8.
Equivalence of Asian Options in Lévy Model;
Lévy模型下亚式期权的等价关系
9.
A new solution to the geometric average Asian option pricing model;
几何平均亚式期权定价模型的新解法
10.
Pricing of Asian options with time-dependent parameters;
亚式期权在依赖时间的参数下的定价
11.
Asian Options Pricing and Application in Foreign Exchange Hedge;
亚式期权定价及其在外汇套期保值中的应用
12.
The Pricing of Asian Options and It s Application on Stock Option Stimulation;
亚式期权定价及其在期股激励上的应用
13.
A Monte Carlo Simulation Method for Pricing the Forward-Starting Asian Option with Floating Strike Price
远期生效亚式期权定价的蒙特卡罗模拟法
14.
Application of partial least-squares regression in valuing American-Asian option;
偏最小二乘回归在美式-亚式期权定价中的应用
15.
Pricing for European Weighted Geometric Average Value Asian Option;
跳跃—扩散型欧式加权几何平均价格亚式期权定价
16.
Arithmetic Average Asian Options Pricing with Fixed Strike Price;
具有固定执行价格的算术平均亚式期权定价
17.
An Actuarial Approach to Asian Option Pricing with Floating Striked Price;
具有浮动执行价格的亚式期权的保险精算定价
18.
The Application of a New Type of Binomial Parameter Model for Asian Options Pricing;
新型二叉树参数模型在亚式期权定价中的应用