stochastic differential equations - Globe Thesis

Keyword [stochastic differential equations] Result: 1 - 20 \| Page: 1 of 2
1.	Linear Quadratic Forward-Backward Stochastic Mean Field Games
2.	Applications Of Backward Stochastic Differential Equations And Nonlinear Expectations: Risk Measure, Estimation Of Evaluation Mechanism And Option Pricing
3.	Numerical Methods For Pricing American And Asian Options
4.	Limit Theorems On Stochastic Differential Equations With Jumps And Applications In Finance
5.	Modified Black-Scholes Model On Stochastic Differential Equations
6.	Pricing The Value Of Non-callable Convertible Bonds
7.	Application On Options And Futures For Backward Stochastic Differential Equations And Monte-Carlo Methods
8.	Numerical Methods For Option Pricing Problem Under Stochastic Volatility
9.	Parameter Estimation And Bias Analysis Of Some Interest Rate Models
10.	The Extended CIR-CKLS Interest Rate Model
11.	Research And Application Of Option Pricing Under Stochastic Interest Rate
12.	The Extended Cir-ckls Interest Rate Model
13.	Application Of A Kind Of Forward-Backward Stochastic Differential Equation In Portfolio Selection
14.	Extension Of Cox-Ingersoll-Ross Model And Its Euler-Maruyama Method Approximation
15.	The Study Of Several Problems For Rational Expectation Models
16.	The Research Of The Model Of Asset Share Pricing Embedded With Random Interest Rate
17.	Ahighly Nonlinear Model Of Spot Interest Rate And The Euler-Maruyama Approximations
18.	The Random Polynomial Model Of The Term Structure Of Interest Rates
19.	The Optimal Investment Proportion Of Binary Options Base On The Kelly Criterion
20.	Hedging Strategies For European Contingent Claim Under Two Different Models
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