Keyword [option] Result: 181 - 200 | Page: 10 of 10 181.  European Option Pricing With Transaction Costs Under The Environment Of Lévy Jump 182.  Option Pricing In Fractional Brownian Motion With Some Jumps 183.  European Option Pricing And Related Problems Under The G—Environment 184.  The Research Of Option Pricing About Different Financial Market Models 185.  Robust Cos Method For Option Pricing In Affine Jump Diffusion Models 186.  Numerical Analysis Of Explicit-Implicit Alternating Parallel Diffference Methods For Several Option Pricing Models 187.  Pricing Option And EIAs When Discrete Dividends Follow A Markov-modulated Jump Diffusion Model 188.  Delayed Black And Scholes Formulas Driven By Lévy Processes 189.  Research On The Inverse Problem Of Option Pricing 190.  A Strike-related Implied Volatility Model Based On The Inverse Problem 191.  The Decision Of Enterprise Merger In The Perspective Of Real Option Game Policy Analysis 192.  An Empirical Study Of 50ETF Option Pricing Under The Stochastic Volatility Model 193.  Research On Application Of Black-scholes Model And The Option Pricing Model Of N–fork Tree 194.  Some Studies On The Partial Differential Equation Theory And Numerical Solution In The Nonlinear Option Pricing Model 195.  The Research On Weather Option Pricing Based On Temperature Data Of Dalian 196.  Spectral Representation Of Additive Subordination And ASubGBM 197.  A Study On The Evaluation Of Chinese Option-embedded Bonds And Pricing Errors 198.  Barrier Option Pricing By Model Free Approach 199.  The Application Of Information From Option Implied Risk Neutral Density 200.  The Reliability Analysis And Empirical Research Of American Option JMFBM Pricing Model   <<First  <Prev  Next>  Last>>  Jump to

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