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Sequential sampling for CGMY processes via decomposition oftheir time changes 期刊论文
NAVAL RESEARCH LOGISTICS, 2018, 卷号: 65, 期号: 6-7, 页码: 522-534
作者:  Zhang, Chengwei;  Zhang, Zhiyuan
收藏  |  浏览/下载:4/0  |  提交时间:2019/08/22
Estimation of market prices of risks in the GARCH diffusion model 期刊论文
ECONOMIC RESEARCH-EKONOMSKA ISTRAZIVANJA, 2018, 卷号: 31, 期号: 1, 页码: 15-36
作者:  Wu, Xinyu;  Zhou, Hailin;  Wang, Shouyang
收藏  |  浏览/下载:19/0  |  提交时间:2018/07/30
Deposit insurance pricing under GARCH 期刊论文
FINANCE RESEARCH LETTERS, 2018, 卷号: 26, 页码: 242-249
作者:  Liu, Hailong;  Li, Rui;  Yuan, Jinjian
收藏  |  浏览/下载:3/0  |  提交时间:2019/11/26
Fast numerical simulation of a new time-space fractional option pricing model governing European call option 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2018, 卷号: 339, 页码: 186-198
作者:  Zhang, H.;  Liu, F.;  Chen, S.;  Anh, V;  Chen, J.
收藏  |  浏览/下载:4/0  |  提交时间:2019/11/21
The pricing of European options on two underlying assets with delays 期刊论文
Physica A: Statistical Mechanics and its Applications, 2018, 卷号: Vol.495, 页码: 143-151
作者:  Lin, LS;  Li, YQ;  Wu, J
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/26
Bayesian statistical inference for European options with stock liquidity 期刊论文
Physica A: Statistical Mechanics and its Applications, 2018
作者:  Rui Gao;  Yaqiong Li;  Lisha Lin
收藏  |  浏览/下载:11/0  |  提交时间:2019/12/26
Valuation of guaranteed unitized participating life insurance under GEV distribution 期刊论文
STATISTICS AND ITS INTERFACE, 2018, 卷号: 11, 页码: 603-614
作者:  Zheng, Haitao;  Hao, Junzhang;  Bai, Manying;  Zhang, Zhengjun
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/30


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