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| Model specification andcollateralized debt obligation (mis)pricing 期刊论文 JOURNAL OF FUTURES MARKETS, 2018, 卷号: 38, 期号: 11, 页码: 1284-1312 作者: Luo, Dan; Tang, Dragon Yongjun; Wang, Sarah Qian 收藏  |  浏览/下载:6/0  |  提交时间:2019/08/22
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| Monte Carlo acceleration method for pricing variance derivatives under stochastic volatility models with jump diffusion 期刊论文 INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2014, 卷号: 91, 期号: 9, 页码: 2039-2059 作者: Ma, Junmei; Xu, Chenglong 收藏  |  浏览/下载:2/0  |  提交时间:2019/08/22
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| On implied volatility for options-Some reasons to smile and more to correct 其他 2014-01-01 Chen, Song Xi; Xu, Zheng 收藏  |  浏览/下载:2/0  |  提交时间:2015/11/10
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| Reliability-Based Marginal Cost Pricing Problem Case with Both Demand Uncertainty and Travelers Perception Errors 期刊论文 MATHEMATICAL PROBLEMS IN ENGINEERING, 2013, 页码: 1-13 作者: Zhong SP(钟绍鹏); Zhang LH(章立辉) 收藏  |  浏览/下载:4/0  |  提交时间:2019/12/13 |
| 银行间国债利率期限结构的三因子仿射模型 期刊论文 2010, 2010 陈盛业; 陈宁; 王义克; CHEN Sheng-ye; CHEN Ning; WANG Yi-ke 收藏  |  浏览/下载:2/0 |
| 奇异期权与中国可转债定价 期刊论文 2010, 2010 陈盛业; 王义克; CHEN Shengye; WANG Yike 收藏  |  浏览/下载:3/0 |
| 对基于价值无差异的资产定价模型的实证检验——兼解释股权高溢价之谜 期刊论文 2010, 2010 孙力强; 陈小悦; LIQIANG SUN; XIAOYUE CHEN 收藏  |  浏览/下载:6/0 |
| Option Pricing With Model-Guided Nonparametric Methods 期刊论文 JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2009, 卷号: 104, 期号: 488, 页码: 1351-1372 作者: Fan, Jianqing; Mancini, Loriano 收藏  |  浏览/下载:5/0  |  提交时间:2019/08/22
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| Improvement in finite sample properties of the Hansen-Jagannathan distance test 期刊论文 http://dx.doi.org/10.1016/j.jempfin.2008.12.003, 2009 Ren, Yu; Shimotsu, Katsumi; 任宇 收藏  |  浏览/下载:9/0  |  提交时间:2015/07/22
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| Improving option price forecasts with neural networks and support vector regressions 期刊论文 neurocomputing, 2009 Liang, Xun; Zhang, Haisheng; Mao, Jianguo; Chen, Ying 收藏  |  浏览/下载:5/0  |  提交时间:2015/11/10
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