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| 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
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| Finite Difference Approach to Steady State Problems Arising from Mortgage and Option Pricing 会议论文 作者: Xie, Dejun; Zheng, Jin; Zhang, Nan; Chen, Kun; Wang, Huaiqing 收藏  |  浏览/下载:8/0  |  提交时间:2019/12/02
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| Computing implied volatilities for exchange-traded options on dividend-paying stocks 会议论文 作者: Zhang, Nan; Man, Ka Lok 收藏  |  浏览/下载:5/0  |  提交时间:2019/12/03
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| Implied volatilities of S&P 100 index with applications to financial market 会议论文 作者: Zheng, Jin; Zhang, Nan; Xie, Dejun 收藏  |  浏览/下载:4/0  |  提交时间:2019/12/03
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| Fast generation of implied volatility surface for exchange-traded stock options 会议论文 作者: Zhang, Nan; Man, Ka Lok 收藏  |  浏览/下载:3/0  |  提交时间:2019/12/03
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| Pricing American options on dividend-paying stocks and estimating the Greek letters using Leisen-Reimer binomial trees 会议论文 作者: Zhang, Nan; Wan, Kaiyu; Lim, Eng Gee; Man, Ka Lok 收藏  |  浏览/下载:6/0  |  提交时间:2019/12/03
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| PARALLEL BINOMIAL AMERICAN OPTION PRICING ON CPU-GPU HYBRID PLATFORM 会议论文 作者: Zhang, Nan; Lei, Chi-Un; Man, Ka Lok 收藏  |  浏览/下载:2/0  |  提交时间:2019/12/10
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| CPU-GPU Hybrid Parallel Binomial American Option Pricing 会议论文 作者: Zhang, Nan 收藏  |  浏览/下载:8/0  |  提交时间:2019/12/10
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| Binomial American option pricing on CPU-GPU hetergenous system 期刊论文 Engineering Letters, 2012, 卷号: 20, 期号: [db:dc_citation_issue] 作者: Zhang, Nan; Lei, Chi-Un; Man, Ka Lok 收藏  |  浏览/下载:7/0  |  提交时间:2019/12/10
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| Parallel valuation of the lower and upper bound prices for multi-asset Bermudan options 会议论文 作者: Zhang, Nan; Man, Ka Lok 收藏  |  浏览/下载:7/0  |  提交时间:2019/12/10
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