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Keyword [option]
Result: 161 - 180 | Page: 9 of 10
161. Option Pricing In Two-factor Markov-modulated Jump-diffusion Stochastic Volatility Models
162. Research On European Option Pricing And Hedging Strategies Under Sub-fractional Brownian Motion
163. American Option Pricing And Risk Measurement Under The Mixed Gaussian Model
164. Research On Option Pricing Of Unstructured Data Based On Image Recognition
165. Investment Decision Analysis Of Public Parking Lot Based On Real Option
166. Research On Implicit Volatility Curve Of European Stock Option Based On Local Volatility Variability Hypothesis
167. Analysis On Fluctuation Characteristics And Spillover Effects Of Chinese Stock Index Options
168. The Construction And Application Of The Decision Model Of Enterprise Relationship Capital Investment
169. Pricing Timer Options:Second Order Multiscale Stochastic Volatility Asymptotics
170. Application Of Nonlinear Black-scholes Model In Intellectual Property Value Assessment
171. Research On Characteristic Finite Element Method Of Black-Scholes Equation For Option Pricing
172. Relaxed Model By Quadratic Polynomial For Fitting Risk-neutral Probabilities
173. Lookback Option Pricing With Transaction Cost Under Stochastic Interest
174. Vulnerable Option Pricing In Bi-Fractional Brownian Motion Environment
175. Quanto Option Pricing In Bi-fractional Brownian Motion Environment
176. Pricing Target Volatility Options Under Multifactor Ornstein-Uhlenbeck Process
177. Option Pricing Research Based On Mixed Fractional Brownian Motion
178. American Option Pricing Model Based On Kernel Density Estimation
179. European Power Option Pricing Model Under Bi-Fractional Ornstein-Uhlenbeck Process
180. Research On European Option Pricing Based On Prospect Theory
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