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Keyword [Measure transformation]
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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
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