CORC

在结果中检索

CORC

浏览/检索结果: 共173条，第1-10条 帮助

已选(0)清除 条数/页：   排序方式：
Pricing Discrete Barrier Options Under the Jump-Diffusion Model with Stochastic Volatility and Stochastic Intensity 期刊论文
COMMUNICATIONS IN MATHEMATICS AND STATISTICS, 2022, 页码: 25
作者:  Duan, Pingtao;  Liu, Yuting;  Ma, Zhiming
收藏  |  浏览/下载：6/0  |  提交时间：2023/02/07
Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets 期刊论文
ENERGY ECONOMICS, 2022, 卷号: 117
作者:  Luo, Jiawen;  Marfatia, Hardik A.;  Ji, Qiang;  Klein, Tony
收藏  |  浏览/下载：0/0  |  提交时间：2023/05/30
The impacts of uncertainties on the carbon mitigation design: Perspective from abatement cost and emission rate 期刊论文
JOURNAL OF CLEANER PRODUCTION, 2019, 卷号: 232, 页码: 213-223
作者:  Guo, Jian-Xin;  Tan, Xianchun;  Gu, Baihe;  Qu, Xinglong
收藏  |  浏览/下载：53/0  |  提交时间：2020/01/10
Least-square-based control variate method for pricing options under general factor models 期刊论文
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2019, 卷号: 96, 期号: 6, 页码: 1121-1136
作者:  Xu, Chenglong;  Ma, Junmei;  Tian, Yiming
收藏  |  浏览/下载：15/0  |  提交时间：2019/08/22
A nonparametric specification test for the volatility functions of diffusion processes 期刊论文
ECONOMETRIC REVIEWS, 2019, 卷号: 38, 期号: 5, 页码: 557-576
作者:  Chen, Qiang;  Hu, Meidi;  Song, Xiaojun
收藏  |  浏览/下载：28/0  |  提交时间：2019/08/22
A combined filtering approach to high-frequency volatility estimation with mixed-type microstructure noises 期刊论文
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2019, 卷号: 35, 期号: 3, 页码: 603-623
作者:  Tang, Yinfen;  Zhang, Zhiyuan
收藏  |  浏览/下载：6/0  |  提交时间：2019/08/22
Goodness-of-Fit Test in Multivariate Jump Diffusion Models 期刊论文
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2019, 卷号: 37, 期号: 2, 页码: 275-287
作者:  Zhang, Shulin;  Zhou, Qian M.;  Zhu, Dongming;  Song, Peter X. -K.
收藏  |  浏览/下载：21/0  |  提交时间：2019/08/22
An efficient conditional Monte Carlo method for European option pricing with stochastic volatility and stochastic interest rate 期刊论文
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2019
作者:  Liang, Yijuan;  Xu, Chenglong
收藏  |  浏览/下载：6/0  |  提交时间：2019/08/22
An efficient exponential twisting importance sampling technique for pricing financial derivatives 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019, 卷号: 48, 期号: 2, 页码: 203-219
作者:  Ma, Junmei;  Du, Kun;  Gu, Guiding
收藏  |  浏览/下载：13/0  |  提交时间：2019/08/22
Management strategies for a defined contribution pension fund under the hybrid stochastic volatility model 期刊论文
COMPUTATIONAL & APPLIED MATHEMATICS, 2019, 卷号: 38
作者:  Mwanakatwe, Patrick Kandege;  Song, Lixin;  Hagenimana, Emmanuel;  Wang, Xiaoguang
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/02

©版权所有 ©2017 CSpace - Powered by CSpace