American option pricing of a special model;
一类特殊模型的美式期权定价
A trinomial tree methods for pricing American options;
美式期权的三叉树定价模型
Asymptotic expansion of optimal exercise boundary near expiry for an American option when r=q;
r=q时美式期权最佳实施边界在到期日附近的渐近展开
A pricing method for American options on stocks with dividends;
一种基于支付红利股票的美式期权定价方法
Pricing of American options under different risk attitude
不同风险态度下美式期权的定价
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
We use the Monte Carlo simulation method of Longstaff and Schwartz to price American-style Asian options in the framework of GARCH option pricing model.
我们运用 Longstaff和 Schwartz最近提出的用蒙特卡罗模拟法计算美式期权的方法在 GARCH模型中求解美式亚式期权 ,我们的结果表明和其它数值方法相比 ,这个方法不仅有相当的精确度 ,而且使用简便并具有更广泛的适用性 ,对于 GARCH模型中运用格点法难以求解的浮动执行价格的美式亚式期权同样可以得到稳定解 。
Adjustment Based of BAW Formula;
基于BAW公式的美式期权解的修正
The Pricing of Permanent American Options and Game Options in the Presence of Event Risk;
带有事件风险的永久美式期权和Game期权的定价
Real Option Similarly American Option With Fluctuated Strike Price;
类似于美式期权的实物期权定价方法研究
The Pricing of the Preferred Hedging Aermicancontingent Claims Under Transaction Costs
带跳的美式与永久美式期权的定价与停时
THE VALUATION OF AMERICAN PUT OPTIONS WITH STOCHASTIC VOLATILITY
随机波动率的美式期权定价(英文)
The Valuation of Permanent American Options in the Presence of Event Risk;
带有事件风险的永久美式期权的定价
THE PRICING OF AMERICAN OPTION IN INFINITE TIME AND OPTIMAL STOPING IN THE MARKOV CHAIN
无限期美式期权定价与马氏链的最优停止
Choice of Optimal Hedging Time in Discrete-Time America Option;
离散型美式期权的最优套期交易时刻的选择
European Option and American Option Pricing with Stochastic Interest Rate and Their Applications
在随机利率条件下欧式期权、美式期权的定价及其期权定价理论的应用
A Study on Venture Capital Policy Based on Evaluation of American Option
基于美式期权估价的风险投资策略研究
A pricing method for American options on stocks with dividends
一种基于支付红利股票的美式期权定价方法
Finite Element Methods for A Nonlocal Problem in American Option Valuation
美式期权定价中非局部问题的有限元方法
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
American Commodity Option Pricing Model and its Numerical Solution
美式商品期权的定价模型及其数值解
A FINITE ELEMENT METHOD FOR PRICING AMERICAN OPTION ON BONDS
美式债券期权定价问题的有限元方法
Finite Difference Methods for Pricing the American Put Options;
美式看跌期权定价问题的有限差分法
Pricing perpetual options with jump diffusion;
跳扩散模型下永久美式看跌期权定价
Analysis of the Exercise Boundary of an American Interest Rate Option;
美式利率期权的最佳实施边界的分析