Font Size: a A A
Keyword [Fourier]
Result: 1 - 20 | Page: 1 of 4
1. Option Pricing For Stochastic Volatility Models With Jumps
2. Option Pricing In Geometric Lévy Processes Model
3. Study On Dynamics Term Structure Of Interest Rate And Its Applications In The Pricing Of Derivatives
4. Option Pricing: Model Calibration, Approximate Solution, And Numerical Computation
5. Study Of The Strategy Of Capacity Distribution For Cross-strait Operations Of Taiwanese Investment Enterprises-comparison Of Non-parametric Approach And Parametric Approach
6. Research On The Pricing Of Option
7. Research On Numerical Methods For Pricing American Call Options On Dividend-paying Stock
8. An Research On The Dynamic Interest Rate Term Structure And Interest Rate Derivatives Pricing
9. Convertible Bonds Pricing With Reset Clauses Under The Stochastic Interest Rate
10. The Study Of Inventory Control Impact Under Demand Fluctuations For Third-party Automotive Logistics
11. Pricing On Two Barriers Options With Compensation Factor
12. Research On Disaster Loss Prediction Method And Insurance Premium Measurement
13. The Application Of Spectral Analysis In Measuring The Stock Market Cycle
14. Research On Measuring Options Portfolio VaR Under Multivariate Mixture Normality
15. The Fourier Approach Of The American Option Pricing Under Jump-diffusion Processes
16. Empirical Research For European Option Pricing Models On Levy Processes
17. Fractal Analysis Of The Intertrade Durations In China's Stock Market
18. The Pricing Of Geometric Average Asian Option Under The Vasicek Rate Model
19. Option Pricing For A Exponential Lévy Model In A Regime-switching Market Using Fft
20. Studies On Finite Difference Method Of Option Pricing Equation
  <<First  <Prev  Next>  Last>>  Jump to