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浏览/检索结果: 共2条，第1-2条 帮助 已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择发表日期升序发表日期降序提交时间升序提交时间降序题名升序题名降序作者升序作者降序 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;  Liu, Shengda 收藏  |  浏览/下载：1/0  |  提交时间：2023/12/21 Regime-switching Levy model  Complex Fourier series method  European-style Asian option payoffs  GMDB   A comparative goodness-of-fit analysis of distributions of some Levy processes and Heston model to stock index returns 期刊论文 NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2016, 卷号: 36, 期号: [db:dc_citation_issue], 页码: 69-83 作者:  Goncu, Ahmet;  Karahan, Mehmet Oguz;  Kuzubas, Tolga Umut 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/02 Emerging markets  Normal-inverse gaussian model  Markov regime-switching model  Generalized hyperbolic model  Heston model  Variance-gamma model