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CORC

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Valuing equity-linked guaranteed minimum death benefits with European-style Asian payoffs under a regime switching jump-diffusion model 期刊论文
COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION, 2024, 卷号: 128, 页码: 19
作者:  Wang, Yayun;  Liu, Shengda
收藏  |  浏览/下载：2/0  |  提交时间：2023/12/21
Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets 期刊论文
APPLIED ECONOMICS, 2022, 页码: 17
作者:  Liu, Qing;  Wang, Shouyang;  Sui, Cong
收藏  |  浏览/下载：14/0  |  提交时间：2023/02/07
China's urban-rural inequality caused by carbon neutrality: A perspective from carbon footprint and decomposed social welfare 期刊论文
ENERGY ECONOMICS, 2022, 卷号: 113
作者:  Jia, Zhijie;  Wen, Shiyan;  Liu, Yu
收藏  |  浏览/下载：6/0  |  提交时间：2023/05/30
Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2020, 卷号: 70
作者:  Zhu, Zhaobo;  Ji, Qiang;  Sun, Licheng;  Zhai, Pengxiang
收藏  |  浏览/下载：23/0  |  提交时间：2021/01/16
Pricing and hedging foreign equity options under Hawkes jump-diffusion processes 期刊论文
Physica A: Statistical Mechanics and its Applications, 2019, 页码: 122645
作者:  Yong Ma;  Dongtao Pan;  Keshab Shrestha;  Weidong Xu
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/17
Pricing and hedging foreign equity options under Hawkes jump-diffusion processes 期刊论文
Physica A: Statistical Mechanics and its Applications, 2019, 页码: 122645
作者:  Yong Ma;  Dongtao Pan;  Keshab Shrestha;  Weidong Xu
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/17
外资参股我国商业银行定价问题研究 学位论文
2017, 2007
潘曾云
收藏  |  浏览/下载：10/0  |  提交时间：2017/06/20
Robust asset pricing with stochastic hyperbolic discounting 期刊论文
FINANCE RESEARCH LETTERS, 2017, 卷号: 21, 页码: 178-185
作者:  Wang, Haijun
收藏  |  浏览/下载：3/0  |  提交时间：2019/08/22
Equity based congestion pricing: considering the constraint of alternative path 期刊论文
OPERATIONAL RESEARCH, 2017, 卷号: 17, 页码: 313-337
作者:  Yu, Bin;  Zhang, Liu;  Guan, Feng;  Peng, Zixuan;  Yao, Baozhen
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/02
公共信息定价策略及影响因素分析 期刊论文
2016, 2016
黄萃; 夏义堃
收藏  |  浏览/下载：3/0

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