Foreign Currency Option Pricing under Jump Diffusion Processes;
带跳过程的外汇期权定价
Finally, we study the foreign currency option pricing about the two above-mentioned models.
最后,我们研究两种模型下的外汇期权定价。
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
New Method to Option Pricing on Foreign currency-An Actuarial Approach
外汇期权定价的新方法——保险精算方法
Pricing European Foreign Currency Options under Fractional Brownian Motion;
分形布朗运动下的欧式外汇期权定价
An Actuarial Approach to Foreign Currency Option Pricing;
几何分形Brown运动的外汇期权定价
The Pricing of Barrier、Foreign Option
障碍期权和基于跳扩散过程的外汇期权定价
Foreign Currency Options Pricing Model with Heavy-tailed Exchange Rate Return;
基于汇率回报厚尾性的外汇期权定价模型
Applications of Equivalent Martingale Measures Model in Pricing Option on Foreign Currency;
等价鞅测度模型在外汇期权定价中的应用
Pricing for a Jump-Diffusion Foreign Exchange Options with Interest Rate under Vasicek Model;
利率服从Vasicek模型的跳跃扩散外汇期权定价
Pricing of Currency Options Based on Black-Scholes Models with Different Borrowing and Lending Rate
基于不同借贷利率Black-Scholes模型的外汇期权定价
Which Apply for Pricing of Foreign-exchange Option:the Variance Gamma Model or Bs Model
外汇期权定价:VG模型与BS模型谁更适用
The Foreign Exchange Option Pricing Model under The Particular Markov Skeleton Process and Its Application;
特定马氏骨架过程下外汇期权定价模型及其应用
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
Actuarial Price of Foreign Currency Driven by Jump-diffusion Stochastic Process;
跳-扩散模型下外汇期权的保险精算定价
Pricing Extensive European Options with Stochastic Mature Time and Their Applications in the FX Market;
随机到期时刻的广义欧式期权定价及其在外汇市场的应用
Option Characteristic and Pricing Method for No Capital Risk Structured Deposits of Foreign Currency;
本金无风险的外汇结构性存款的期权特征及其定价
Pricing European Foreign Currency Option under Jump Fractional Brownian Motion;
跳跃分形过程下欧式汇率期权的定价
Mathematical Model for Pricing a Class of Triggered Exchange Rate Option;
一种触发式汇率期权定价的数学模型
Pricing European currency options in a fractional Brownian environment
分数布朗运动下欧式汇率期权的定价