CORC

在结果中检索

CORC

浏览/检索结果: 共73条，第1-10条 帮助

已选(0)清除 条数/页：   排序方式：
Valuing equity-linked guaranteed minimum death benefits with European-style Asian payoffs under a regime switching jump-diffusion model 期刊论文
COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION, 2024, 卷号: 128, 页码: 19
作者:  Wang, Yayun
收藏  |  浏览/下载：2/0  |  提交时间：2023/12/21
Pricing Discrete Barrier Options Under the Jump-Diffusion Model with Stochastic Volatility and Stochastic Intensity 期刊论文
COMMUNICATIONS IN MATHEMATICS AND STATISTICS, 2022, 页码: 25
作者:  Duan, Pingtao;  Liu, Yuting;  Ma, Zhiming
收藏  |  浏览/下载：6/0  |  提交时间：2023/02/07
Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2022, 卷号: 78, 页码: 81-94
作者:  Huang, Chuangxia;  Zhao, Xian;  Deng, Yunke;  Yang, Xiaoguang;  Yang, Xin
收藏  |  浏览/下载：20/0  |  提交时间：2022/04/02
Jump volatility spillover network based measurement of systemic importance of Chinese financial institutions 期刊论文
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2021, 页码: 13
作者:  Yang, Xin;  Chen, Shan;  Liu, Hong;  Yang, Xiaoguang;  Huang, Chuangxia
收藏  |  浏览/下载：13/0  |  提交时间：2021/04/26
Systemic Importance of China's Financial Institutions: A Jump Volatility Spillover Network Review 期刊论文
ENTROPY, 2020, 卷号: 22, 期号: 5, 页码: 15
作者:  Yang, Xin;  Zhao, Xian;  Gong, Xu;  Yang, Xiaoguang;  Huang, Chuangxia
收藏  |  浏览/下载：27/0  |  提交时间：2020/09/23
Real options under a double exponential jump-diffusion model with regime switching and partial information 期刊论文
QUANTITATIVE FINANCE, 2019, 卷号: 19, 期号: 6, 页码: 1061-1073
作者:  Luo, Pengfei;  Xiong, Jie;  Yang, Jinqiang;  Yang, Zhaojun
收藏  |  浏览/下载：24/0  |  提交时间：2019/08/22
Tip Pricing of Jump Propagation: Evidence from Spot and Options Markets 期刊论文
MANAGEMENT SCIENCE, 2019, 卷号: 65, 期号: 5, 页码: 2360-2387
作者:  Du, Du;  Luo, Dan
收藏  |  浏览/下载：19/0  |  提交时间：2019/08/22
Goodness-of-Fit Test in Multivariate Jump Diffusion Models 期刊论文
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2019, 卷号: 37, 期号: 2, 页码: 275-287
作者:  Zhang, Shulin;  Zhou, Qian M.;  Zhu, Dongming;  Song, Peter X. -K.
收藏  |  浏览/下载：21/0  |  提交时间：2019/08/22
VALUATION OF VULNERABLE OPTIONS UNDER THE DOUBLE EXPONENTIAL JUMP MODEL WITH STOCHASTIC VOLATILITY 期刊论文
PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES, 2019, 卷号: 33, 期号: 1, 页码: 81-104
作者:  Han, Xingyu
收藏  |  浏览/下载：8/0  |  提交时间：2019/12/11
Investigating the risk-return trade-off for crude oil futures using high-frequency data 期刊论文
Applied Energy, 2017, 卷号: 196, 页码: 152-161
作者:  Gong, Xu;  Wen, Fenghua;  Xia, X. H.*;  Huang, Jianbai;  Pan, Bin*
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/03

©版权所有 ©2017 CSpace - Powered by CSpace