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Keyword [jump-diffusion model]
Result: 21 - 40 | Page: 2 of 4
21.
A Study On Optimal Premiums And Optimal Investment-reinsurance Problems Of Insurance Companies
22.
Numerical Methods For Option Pricing With Jumps
23.
European Option Pricing With Transaction Costs Under The Environment Of Lévy Jump
24.
Pricing Option And EIAs When Discrete Dividends Follow A Markov-modulated Jump Diffusion Model
25.
The Maximum Likelihood Estimation Of Jump-diffusion Process Under The Domination Of Jump Threshold
26.
Valuation Of Freight Options Under Regime-switching Models
27.
Pricing Barrier Options In The Two-factor Stochastic Volatility Jump-diffusion Model
28.
Optimal Investment And Reinsurance Strategies For Insurance Companies And Reinsurers
29.
Pricing Asian Power Options Under Mixed Fractional Brownian Motion Environment With Jumps
30.
Parameter Estimation And Option Pricing Of Jump Diffusion Model
31.
Shanghai 50ETF Options Pricing And Forecasting Analysis
32.
Pricing Vulnerable Options With Stochastic Interest Rates Under Jump-diffusion Process
33.
Kernel-Weighted Volatility Estimation For Stochastic Diffusion Model With Jumps
34.
Valuation On The Compound Power Options And Their Applications In Double Heston Jump-diffusion Model
35.
Lookback Option Pricing Under CEV Jump-diffusion Process
36.
Catastrophe Option Pricing And Catastrophe Risk Management Under Jump Diffusion Model
37.
Research On The Pricing Of Lookback Options Under Several Mixed Bi-fractional Brownian Motion Models
38.
Shibor Dynamic Research Based On Nonparametric Estimation Of Variable Window Width Of Jump Diffusion Model
39.
Asymmetric Interval Estimation Of Short-term Interest Rate Jump Diffusion Model Based On Empirical Likelihood
40.
Mellin Transform Method Of Pricing Options Under Jump-Diffusion Model
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