Font Size:
a
A
A
Keyword [Measure transformation]
Result: 1 - 11 | Page: 1 of 1
1.
Semiparametric Bounds On Variances And Covariance Of Functions Of Unimodal Distributions
2.
Pricing Vulnerable European Options In A Mixed Environment Of Geometric And Fractional Brownian Motion
3.
The Arbitrage Free Pricing Of Two Types Of Random Claims
4.
Pricing Barrier Options In The Two-factor Stochastic Volatility Jump-diffusion Model
5.
Solving Of Distributionally Robust Portfolio Optimization Problem Based On Burg Entropy-Divergence
6.
Research On Several Resetting Options Pricing Models
7.
Research On A Class Of Distributed Robust Optimization Problems With Linear Form
8.
Research On The Pricing Of Quotient Option Based On O-U Process
9.
Research On Compound Option Pricing Of O-U Process Under Stochastic Interest Rate
10.
The Theory Of Pricing Options Under Stochastic Interest Rates
11.
Option Pricing Under The Lévy Jump Model
<<First
<Prev Next>
Last>>
Jump to