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Pricing arithmetic Asian and Amerasian options: A diffusion operator integral expansion approach 期刊论文
JOURNAL OF FUTURES MARKETS, 2022, 页码: 25
作者:  Ding, Kailin;  Cui, Zhenyu;  Yang, Xiaoguang
收藏  |  浏览/下载:8/0  |  提交时间:2023/02/07
A new sampling strategy willow tree method with application to path-dependent option pricing 期刊论文
http://dx.doi.org/10.1080/14697688.2012.762111, 2013
Xu, Wei; Hong, Zhiwu; Qin, Chenxiang; 洪志伟
收藏  |  浏览/下载:4/0  |  提交时间:2015/07/22
New Brownian bridge construction in quasi-Monte Carlo methods for computational finance 期刊论文
2010, 2010
Lin, Junyi; Wang, Xiaoqun
收藏  |  浏览/下载:1/0
One-state variable binomial models for European-/American-style geometric Asian options 其他
2003-01-01
Dai, M
收藏  |  浏览/下载:2/0  |  提交时间:2015/11/12


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