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Keyword [European option]
Result: 1 - 20 | Page: 1 of 3
1. Multi-Dimensional Black-Scholes Model Of Option Pricing
2. A Density Result Of Backward Stochastic Differential Equation
3. Vulnerable European Option Pricing With The Time Dependent For Jump Diffusion Process
4. European Option Pricing Under A Regime Switching Double Exponential Jump-diffusion Process
5. European Option Pricing Under Infinite Pure Jump Levy Process With FFT Algorithm
6. Research On Stock Option Portfolio Based On Jump Brownian Motion
7. Backward Stochastic Differential Equations And Malliavin Derivatives
8. Establishment,Comparison And Application Analysis Of European Option Pricing Model In Fractional Brown Market
9. A Study On The Pricing Of Vulnerable European Option In The Incomplete Financial Market
10. Bayesian Inference And Empirical Study On European Option Pricing
11. A Market Driven By Weighted Fractional Brownian Motion And Related Analysis
12. Research On European Option Pricing And Hedging Strategies Under Sub-fractional Brownian Motion
13. Relaxed Model By Quadratic Polynomial For Fitting Risk-neutral Probabilities
14. Option Pricing Research Based On Mixed Fractional Brownian Motion
15. Research On European Option Pricing Based On Prospect Theory
16. European Option Pricing With Transaction Costs Under The Environment Of Lévy Jump
17. European Option Pricing And Related Problems Under The G—Environment
18. Research On European Option Pricing Under Multifractional Stochastic Interest Rate Model
19. The Application Of Machine Learning In Option Pricing
20. Study On European Option Pricing With Transaction Fees Under The Mixed Hedging Strategy
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