Font Size:
a
A
A
Keyword [Stochastic differential equation]
Result: 21 - 40 | Page: 2 of 3
21.
Pricing Of European Quanto Options Based On Dividends
22.
The Quanto Option Pricing With Transaction Costs
23.
Study On The Inverse Problem Of Option Pricing
24.
The Euler-Maruyama Approximations For The Stochastic Volatility With Jumps Model
25.
The Government Expenditure And Taxes Of Stochastic Models For Continuous Time
26.
Application Of A Kind Of Forward-Backward Stochastic Differential Equation In Portfolio Selection
27.
Relevant Properties And Applications Of The Expectation Theory Under G-Framework
28.
Study On Optimal Consumption And Portfolio With Inflation
29.
Research On Financing Decision Based On BSDE Theory
30.
Options Game Approach In Insurance Pricing
31.
The European Option Pricing With Dividend Based On Fractional Brown Motion
32.
Research On The Pricing Of The Unit-linked Insurance Based On The Model Of Backward Stochastic Differential Equation
33.
The Research Of Optimal Portfolio Models Under Disordered Asset Return And Partial Information
34.
Optimal Investment With Counterparty Risk: Logarithmic Function
35.
The Pricing Model Of Leverage Fund Based On BSDE
36.
The Extension And The Research On The Analytic Properties About Ait-sahalia Rate Model
37.
A Study About The Dynamics Of The CDS Pricing With Stochastic Rate
38.
On A Kind Of Optimal Premium And Portfolio Policy
39.
The Continuous Time Exponential Utility Equilibrium Under Different Beliefs
40.
Backward Stochastic Differential Equations In Finance And Behavioral Finance
<<First
<Prev
Next>
Last>>
Jump to
