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1. Option Pricing For Stochastic Volatility Models With Jumps
2. Option Pricing In Geometric Lévy Processes Model
3. Option Pricing: Model Calibration, Approximate Solution, And Numerical Computation
4. Research On Numerical Methods For Pricing American Call Options On Dividend-paying Stock
5. An Research On The Dynamic Interest Rate Term Structure And Interest Rate Derivatives Pricing
6. The Study Of Inventory Control Impact Under Demand Fluctuations For Third-party Automotive Logistics
7. The Application Of Spectral Analysis In Measuring The Stock Market Cycle
8. Empirical Research For European Option Pricing Models On Levy Processes
9. Option Pricing For A Exponential Lévy Model In A Regime-switching Market Using Fft
10. Five-factor Risk Pricing Model
11. European Option Pricing Using Fourier Transform
12. Pricing Commodity Derivatives With Stochastic Term Structure Of Inthrest Rates And Convenience Yields
13. The Weather Option Pricing Research
14. Equilibrium Option Pricing Under Jump Diffusion
15. Asian Option Pricing Based On Stochastic Volatility And Stochastic Interest Rates
16. Equivalence Formula Of Option Pricing Under The Jump-diffusion Model
17. The Study Of European Option Pricing With Residual Risk
18. Fourir Transformation Pricing Method For Rate-linked Financial Products Based On Shibor Jump Model
19. The Evaluation Of Discretely Monitored Barrier Option Prices Under Svjd Model Using Fourier Transform Techniques
20. Libor Market Models With Stochastic And Regime-Switching Volatility And CMS Spread Option Pricing
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