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Pricing and hedging vulnerable option with funding costs and collateral 期刊论文
CHAOS SOLITONS & FRACTALS, 2018, 卷号: 112, 页码: 103-115
作者:  Han, Xingyu
收藏  |  浏览/下载：6/0  |  提交时间：2019/12/11
Mapping of option pricing algorithms onto heterogeneous many-core architectures 期刊论文
JOURNAL OF SUPERCOMPUTING, 2017, 卷号: 73, 期号: 9, 页码: 3715-3737
作者:  Zhang, Shuai;  Wang, Zhao;  Peng, Ying;  Schmidt, Bertil;  Liu, Weiguo
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/12
Level reset option pricing model under the geometric average 期刊论文
International Journal of u- and e- Service, Science and Technology, 2016, 卷号: 9, 期号: 10, 页码: 93-102
作者:  Yu, Ming Ren
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/16
Is the Financial Market Risk-neutral -Empirical Research Based on the Implied Probability Distribution 会议论文
7th International Institute of Statistics and Management Engineering Symposium, AUG 17-21, 2015
作者:  Xu Weicheng;  Li Xinpeng
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/31
Study on Warrant Application under GARCH-Mote Carlo Algorithm 会议论文
作者:  Ruiyi LIU;  Zengwen LIU;  Fengxia WANG
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/31
Study on Warrant Application under GARCH-Mote Carlo Algorithm 会议论文
International Conference on Social Science, Education Management and Sports Education (SSEMSE), APR 10-11, 2015
作者:  Liu, Ruiyi;  Liu, Zengwen;  Wang, Fengxia
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/31
Option pricing under residual risk and imperfect hedging 期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2014, 卷号: 415, 期号: 1, 页码: 269-293
作者:  Wang, Xiao-Tian;  Liang, Xiang-Qian;  Zhou, Ze-Min
收藏  |  浏览/下载：2/0  |  提交时间：2019/12/17
Pricing Currency Option Based on the Extension Principle and Defuzzification via Weighting Parameter Identification 期刊论文
JOURNAL OF APPLIED MATHEMATICS, 2013
作者:  Xu, Jixiang;  Tan, Yanhua;  Gao, Jinggui;  Feng, Enmin
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/23
PRICING AND HEDGING PROBLEM OF FOREIGN CURRENCY OPTION WITH HIGHER BORROWING RATE 期刊论文
Journal of Systems Science & Complexity, 2013, 卷号: 26, 期号: 3, 页码: 407-418
作者:  CHEN Li;  HUANG Zongyuan;  WU Zhen
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/23
Dynamic Robust Pricing Model of European Call Option and Empirical Research in Fractional Market 期刊论文
ADVANCES IN CIVIL ENGINEERING AND ARCHITECTURE INNOVATION, PTS 1-6, 2012, 卷号: 368-373, 页码: 3226-3229
作者:  Zhang, Hui;  Meng, Wenyu
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/23

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