Option pricing - Globe Thesis

Keyword [Option pricing] Result: 1 - 20 \| Page: 1 of 10
1.	Statistical Inference For Diffusion Processes
2.	Numerical Methods For Backward Stochastic Differential Equations, Nonlinear Expectation And Their Application In Finance:g-Pricing Mechanism And Risk Measure
3.	Reflected Diffusion Processes And Some Applications
4.	Stochastic Equations Driven By Fractional Brownian Motion And Its Applications To Option Pricing
5.	Some Numerical Methods Of Backward Stochastic Differential Equations And Their Financial Applications
6.	Several New Methods Of Black-Scholes Modeling And Their Analyses
7.	The Discrete Backward Stochastic Differential Equations With Improved Euler Method
8.	The Study Of Option Price Model Under Jump-diffusion Process With Time-dependent Parameters
9.	Pricing Of American Call Option Under Lévy Model With Stochastic Volatility
10.	Pricing Bond And Options Under Jump-Diffusion Combined Model Within Two-factor Market Structure
11.	Multi-Dimensional Black-Scholes Model Of Option Pricing
12.	Some Problems Of Backward Stochastic Differential Equations Driven By Continuous Martingales
13.	Study On Application Of Stochastic Processes Theory For Pricing Option
14.	A Finite Volume Element Method For The Valuation Of Options On Assets With Stochastic Volatilities
15.	New Numerical Methods Research For Several Option Pricing Modeling
16.	Chaos Theory Applied To Option Pricing
17.	Two Classes Of Numerical Methods For Solving The American Option Pricing Problem
18.	The Research On The Evaluation Of Computer And Automation Technology Patent Based On Option Pricing Theory
19.	A Multidimensional Regime-Switching Model For European Options
20.	The Pricing Of Arithmetic Average Asian Options
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