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Keyword [jump-diffusion]
Result: 181 - 200 | Page: 10 of 10
181. Two-Factor Jump-Diffusion Stochastic Volatility Model In The Use Of Real Options
182. The Pricing Of Geometric Average Asian Option And The Parameter Sensitivity Analysis
183. Valuation Of Barrier Option With Fuzzy Numbers
184. Pricing Exotic Option With Credit Risk Of Jump Diffusion Under Stochastic Interest Rates
185. Binary Option Pricing Under The Martingale Method
186. The Value Of Fixed-Rate Mortgages
187. Equivalence Formula Of Option Pricing Under The Jump-diffusion Model
188. Parameter Estimation Of Stock Price Jump-diffusion Process
189. The Study Of Company Managers’ Investment And Financing Decisions In The Jump-diffusion Model
190. Foreign Exchange Option Pricing Under Logarithmic Mean-reversion Jump-diffusion With Stochastic Volatility
191. The Credit Risk Measurement Of Listed Companies Based On The Jump Diffusion KMV Model
192. Double Index Jump-diffusion Model Of The Personal Housing Loan Research
193. A Jump Diffusion Model With Stochastic Volatility And Stochastic Interest Rate And Convergence Of Its Numerical Solutions And Applications To Pricing Options
194. The Research Of Asset-liability Model Under Jump-diffusion Process
195. The Pricing Of Compound Option Under Stochastic Interest Rate In A Fractional Brown Motion Environment
196. On Study Of A Foreign Investor’s Investment With Fluctuations Of Exchange Rate Under Jump-diffusion Environment
197. The Evaluation Of Discretely Monitored Barrier Option Prices Under Svjd Model Using Fourier Transform Techniques
198. Pricing Of European Exotic Option Of Fractional Brownian Motion Environment
199. Using Libor Market Model Based On Stochastic Volatility And Jump Diffusion To Price CMS-spread Range Note
200. Optimal Investment And Reinsurance Strategies Of Insurance Company
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