Font Size: a A A
Keyword [option]
Result: 1 - 20 | Page: 1 of 10
1. Statistical Inference For Diffusion Processes
2. Numerical Methods For Backward Stochastic Differential Equations, Nonlinear Expectation And Their Application In Finance:g-Pricing Mechanism And Risk Measure
3. Research On Planning Based On Markov Decision Theory
4. The Application Of Backward Stochastic Differential Equations And Malliavin 's Calculation In Insurance Investment
5. Backward Optimal Investment Under The Optimal Control Of Stochastic Differential Equations, Differential Game, And Entropy Risk Constraints
6. Reflected Diffusion Processes And Some Applications
7. Stochastic Equations Driven By Fractional Brownian Motion And Its Applications To Option Pricing
8. Some Numerical Methods Of Backward Stochastic Differential Equations And Their Financial Applications
9. The Property Of Backward Stochastic Differential Equations And Its Application
10. Several New Methods Of Black-Scholes Modeling And Their Analyses
11. The Discrete Backward Stochastic Differential Equations With Improved Euler Method
12. The Study Of Option Price Model Under Jump-diffusion Process With Time-dependent Parameters
13. Pricing Of American Call Option Under Lévy Model With Stochastic Volatility
14. Pricing Bond And Options Under Jump-Diffusion Combined Model Within Two-factor Market Structure
15. Pricing The European Reset Option In Jump Diffussion Model
16. Some Exotic Options Pricing In Jump-Diffusion Models
17. Multi-Dimensional Black-Scholes Model Of Option Pricing
18. Some Problems Of Backward Stochastic Differential Equations Driven By Continuous Martingales
19. The Application Of Real Options In Evaluation Of Pharmaceutical R&D Projects
20. A Density Result Of Backward Stochastic Differential Equation
  <<First  <Prev  Next>  Last>>  Jump to