Font Size: a A A
Keyword [Stochastic-Volatility]
Result: 61 - 80 | Page: 4 of 6
61. Asymptotic Properties For Stochastic Volatility Models And Applications
62. Study On The Effect Of RMB Exchange Rate And Volatility Spillover In A-share Market
63. The Optimal Portfolio Of Stochastic Factors
64. Study On Pricing Of Leveraged Volatility ETF Options With Random Volatility Under Jump Process
65. Parameter Estimation And Timer Option Pricing Based On Stochastic Volatility Model
66. Comparison Of Stochastic Volatility Models Based On Bayesian Inference With Applications
67. GARCH Model And Its Application On Stock Market
68. Pricing Of Volatility Index Options Under The 3/2 Model
69. Pricing Of Option Based On Fractional Differential Equation
70. Valuation On The Compound Power Options And Their Applications In Double Heston Jump-diffusion Model
71. Analysis Of Fluctuation Spillover Intensity And Its Influencing Factors Based On Higher Order Spectrum Analysis
72. Pricing Of Discrete Barrier Options Based On Wishart Stochastic Volatility Model
73. Empirical Comparis On Of Sse 50ETF Options And Res Earch On Volatility Arbitrage Bas Ed On Stochas Tic Volatility Model
74. The Expansion Of Heston Model And Its Application In Option Pricing
75. Research On European Option Pricing Under Mixed Gaussian Heston Stochastic Volatility Model
76. Constructing Bayesian Stochastic Volatility Model To Study The Volatility Of Internet Financial Product Yu'e Bao Returns And Its Dynamic VaR Measure
77. Research On Optimal Investment And Reinsurance Strategies With Internal Information
78. Multilevel Monte Carlo Method Of Financial Option Pricing
79. Minimum disparity estimator in continuous time stochastic volatility model
80. Application of perturbation methods to modeling correlated defaults in financial markets
  <<First  <Prev  Next>  Last>>  Jump to