Stochastic-Volatility - Globe Thesis

Keyword [Stochastic-Volatility] Result: 41 - 60 \| Page: 3 of 6
41.	Option Pricing In Two-factor Markov-modulated Jump-diffusion Stochastic Volatility Models
42.	Pricing Timer Options:Second Order Multiscale Stochastic Volatility Asymptotics
43.	Spatial Autoregressive SV Model And Its Application In The Study Of Stock Market Volatility
44.	Dynamic Asset Allocation Strategy Study Based On Bayesian Method
45.	An Empirical Study Of 50ETF Option Pricing Under The Stochastic Volatility Model
46.	The Construction And Parameter Calibration Of The Implied Volatility Surface Of SSE 50ETF Options
47.	Pricing Vulnerable Options When Corporate Liabilities Are Random
48.	The MCMC Of Asis To Study On Multivariate Factor Stochastic Volatility In China's Stock Market
49.	Asian Options Pricing Under The Double Heston Stochastic Volatility Model
50.	Bayesian Estimation Of Stochastic Volatility Models By Integrated Nested Laplace Approximation Method
51.	Pricing Barrier Options In The Two-factor Stochastic Volatility Jump-diffusion Model
52.	Pricing Of Composite Options Under Scott Model And Its Application
53.	The Problem Of Optimal Reinsurance Investment Under Heston's Stochastic Volatility Model
54.	A Study For The Smoothness Of Volatility Process In Chinese Stock Market
55.	Option Price Decomposition Formula Under Stochastic Volatility
56.	Optimal Consumption And Portfolio Choice Under Multi-factor Stochastic Volatility
57.	Option Pricing Of Two-period Stochastic Volatility Under Rationed Shares Condition
58.	Thr Barrier Option Pricing Based On The CIR Stochastic Volatility Model
59.	Improvement And Application Of MCMC Method For Paramter Estimation Of SV Models
60.	Research On Trading Strategy Of SSE 50ETF Opitons Based On SABR Model
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