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The Jump Characteristics of Stock Market from Views of High Frequency Data 会议论文
作者:  Tang Yong;  Tang Zhen-peng;  Huang You-po
收藏  |  浏览/下载:4/0  |  提交时间:2019/11/21
Pricing options in a mixed fractional double exponential jump-diffusion model with stochastic volatility and interest rates 会议论文
2012 International Conference on Information Management, Innovation Management and Industrial Engineering, ICIII 2012, Sanya, China, 2012-10-20
作者:  Jin, Hua;  Liu, Shancun;  Song, Dianyu
收藏  |  浏览/下载:3/0  |  提交时间:2020/01/06
Knightian Uncertainty Based Option Pricing with Jump Volatility 会议论文
NONLINEAR MATHEMATICS FOR UNCERTAINTY AND ITS APPLICATIONS, 2011-01-01
作者:  Pan, Min;  Han, Liyan
收藏  |  浏览/下载:6/0  |  提交时间:2020/01/06
HAR Volatility Modelling with Jump (CPCI-S收录) 会议论文
2014 INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE & ENGINEERING (ICMSE)
作者:  Xu Jing[1];  Wang Su-sheng[1]
收藏  |  浏览/下载:1/0  |  提交时间:2019/04/12
Empirical Research Of Chinese Short Rate Under Jump Diffusion Process 会议论文
EBM 2010: INTERNATIONAL CONFERENCE ON ENGINEERING AND BUSINESS MANAGEMENT, VOLS 1-8
作者:  Su Yue-liang[1];  Li Jin[1]
收藏  |  浏览/下载:1/0  |  提交时间:2019/04/16


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