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CORC

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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：2/0  |  提交时间：2023/12/21
Pricing Discrete Barrier Options Under the Jump-Diffusion Model with Stochastic Volatility and Stochastic Intensity 期刊论文
COMMUNICATIONS IN MATHEMATICS AND STATISTICS, 2022, 页码: 25
作者:  Duan, Pingtao;  Liu, Yuting;  Ma, Zhiming
收藏  |  浏览/下载：6/0  |  提交时间：2023/02/07
Least-square-based control variate method for pricing options under general factor models 期刊论文
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2019, 卷号: 96, 期号: 6, 页码: 1121-1136
作者:  Xu, Chenglong;  Ma, Junmei;  Tian, Yiming
收藏  |  浏览/下载：15/0  |  提交时间：2019/08/22
Weighing asset pricing factors: a least squares model averaging approach 期刊论文
QUANTITATIVE FINANCE, 2019
作者:  Qiu, Yue;  Ren, Yu;  Xie, Tian
收藏  |  浏览/下载：10/0  |  提交时间：2019/08/22
An intertemporal capital asset pricing model under incomplete information and short sales 期刊论文
ANNALS OF OPERATIONS RESEARCH, 2019, 卷号: 281, 期号: 1-2, 页码: 143-159
作者:  Bellalah, Mondher;  Zhang, Detao
收藏  |  浏览/下载：14/0  |  提交时间：2019/12/11
Optimal portfolio choices and the determination of housing rents under housing market uncertainty 期刊论文
JOURNAL OF HOUSING ECONOMICS, 2018, 卷号: 41, 页码: 200-217
作者:  Fan, Gang-Zhi;  Pu, Ming;  Deng, Xiaoying;  Ong, Seow Eng
收藏  |  浏览/下载：3/0  |  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
A sparse enhanced indexation model with chance and cardinality constraints 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2018, 卷号: 70, 期号: 1, 页码: 5-25
作者:  Xu, Fengmin;  Wang, Meihua;  Dai, Yu-Hong;  Xu, Dachuan
收藏  |  浏览/下载：17/0  |  提交时间：2018/07/30
Dynamic measurement of the liquidity level of the stock market based on the LA-CAPM model 期刊论文
JOURNAL OF INTELLIGENT & FUZZY SYSTEMS, 2018, 卷号: 35, 期号: 3, 页码: 3021-3034
作者:  Zhao, Hailei;  Jin, Dehuan
收藏  |  浏览/下载：6/0  |  提交时间：2019/08/22
An intertemporal capital asset pricing model under incomplete information and short sales 期刊论文
Annals of Operations Research, 2018, 页码: 1-17
作者:  Bellalah M.;  Zhang D.
收藏  |  浏览/下载：9/0  |  提交时间：2019/12/11

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