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Keyword [levy process]
Result: 41 - 60 | Page: 3 of 4
41. Dynamic Properties Of Financial Chaos System Driven By Lévy Process
42. Pricing American-style Parisian Option Based On The Least Squares Monte Carlo Approach
43. Research On Pricing Of Power European Options By Lévy Process
44. Fractional Fourier Transform For Pricing American Double-Barrier Option
45. Study On Two Problems In Spectrally Negative Lévy Processes
46. Pricing Exotic Options With Levy Process And The Minimal Q-Moment Equivalent Martingale Measure
47. Draw-down Based Two-sided Exit Problems For Spectrally Negative Lévy Processes Observed At Poisson Arrival Times
48. Almost Sure Synchronization Of Stochastic Complex Networks Driven By Lévy Process
49. Pricing Of Option Based On Fractional Differential Equation
50. Stability Analysis Of Neutral Stochastic Differential Delay Equations With Jumps
51. A Study On The Pricing Of European Foreign Exchange Options
52. Research On Option Pricing Model And Hedging Strategies Of SSE 50ETF
53. The Cumulative Discounted Expected Dividend Value Under The Ratchet Strategy
54. Research On Two Types Of Lévy Risk Models With Parisian Delay
55. The Martingale representation theorem for a class of Levy processes, and its applications
56. Reflected Backward Stochastic Differential Equation And Backward Stochastic Volterra Integral Equation Driven By Levy Process
57. Research On Option Pricing And Risk Management Based On Lévy Jump Process And Stochastic Volatility Model
58. Effective Dynamics And Applications Of Stochastic Differential Equations Driven By Tempered Asymmetric Lévy Process
59. Research On Option Pricing Based On Time-varying Levy Process And Leverage Effects
60. The Discrete Approximation Of Continuous-state Nonlinear Branching Processes In Lévy Random Environments
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