Option pricing - Globe Thesis

Keyword [Option pricing] Result: 181 - 200 \| Page: 10 of 10
181.	An Empirical Study Of CSI 300ETF Option Pricing Under The Volatility Model
182.	Numerical Analysis Of Two-Dimension Discrete Barrrier Option Pricing
183.	Pricing And Empirical Analysis Of Standard European Option Based On Non-linear Expectation
184.	Empirical Comparison Of Numerical Solutions Of Two SABR Option Pricing Models
185.	Valuation On The Compound Power Options And Their Applications In Double Heston Jump-diffusion Model
186.	Lookback Option Pricing Under CEV Jump-diffusion Process
187.	Effectiveness Analysis Of Numerical Methods For Option Pricing
188.	Catastrophe Option Pricing And Catastrophe Risk Management Under Jump Diffusion Model
189.	Research On Binomial Tree Method Of Interest Rate Option Pricing Under Vasicek Model
190.	The Price Problem Of Asian Options Under The Double Mean Reverting Model
191.	Pricing European-Style Geometric Asian Call Powered Option
192.	The Expansion Of Heston Model And Its Application In Option Pricing
193.	Real Option Pricing Based On RBF Neural Network
194.	The Pricing Of Fixed-strike Arithmetic Asian Powered Options And Power Asian Options
195.	Option Pricing In Markov-modulated Exponential L�vy Model
196.	Research On Option Pricing Model And Hedging Strategies Of SSE 50ETF
197.	Research On European Option Pricing Under Mixed Gaussian Heston Stochastic Volatility Model
198.	Efficient Path Generation Method In Quasi-Monte Carlo And Weight Handling For Asian Option Pricing
199.	Calculation Of The Upper And Lower Bounds Of American Options Based On Interest Rate Term Structure By Simulation
200.	Stock-linked Structured Products Pricing Research And Risk Analysis
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