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Keyword [Differential Equation]
Result: 81 - 100 | Page: 5 of 7
81.
The Research Of Ruin Probability On Dependent Risk Model
82.
Optimal Investment With Counterparty Risk: Logarithmic Function
83.
The Liquidity Cost And European Option Pricing
84.
About The Risk Model Of The Optimal Dividend Problems With Stochastic Interest Rate
85.
Finite Difference Method For European Call Option Pricing Differential Equation
86.
The Study Of Solow-Swan Model With The Factor Of Technological Progress
87.
Financial Investment Decisions And Risk Measures Under Knightian Uncertainty
88.
Stability Analysis Of Enterprise Competitive Models With Time Delay
89.
The Pricing Model Of Leverage Fund Based On BSDE
90.
Option Pricing In Incomplete Markets Based On The Methodological Perspective
91.
Construction And Application Of Grey Forecast System Model
92.
The Extension And The Research On The Analytic Properties About Ait-sahalia Rate Model
93.
A Study About The Dynamics Of The CDS Pricing With Stochastic Rate
94.
Structured Financial Products Based On The Spread Of HSI Future
95.
On A Kind Of Optimal Premium And Portfolio Policy
96.
The Maximum Severity Of Ruin In A Generalized Erlang(N) Risk Process Perturbed By Diffusion
97.
The Application Of Gerber-shiu Function Under Several Risk Models
98.
Crash Option Pricing Under The Jump Diffusion Process
99.
The Continuous Time Exponential Utility Equilibrium Under Different Beliefs
100.
The Pricing Research Of Structured Financial Products With Trigger Type Under The Stochastic Interest Rate
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