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| Arbitrage-free conditions for implied volatility surface by Delta 期刊论文 NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2019, 卷号: 48, 页码: 819-834 作者: Wang, Ximei; Zhao, Yanlong; Bao, Ying 收藏  |  浏览/下载:17/0  |  提交时间:2020/01/10
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| Investment, Tobin's q, and interest rates 期刊论文 JOURNAL OF FINANCIAL ECONOMICS, 2018, 卷号: 130, 期号: 3, 页码: 620-640 作者: Lin, Xiaoji; Wang, Chong; Wang, Neng; Yang, Jinqiang 收藏  |  浏览/下载:8/0  |  提交时间:2019/08/22
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| Practical arbitrage-free scenario tree reduction methods and their applications in financial optimization 期刊论文 APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2018, 卷号: 34, 页码: 175-195 作者: Chen, Zhiping; Yan, Zhe 收藏  |  浏览/下载:3/0  |  提交时间:2019/11/19
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| 灾难风险与中国股市波动性之谜 期刊论文 2014 袁靖; 陈国进 收藏  |  浏览/下载:13/0  |  提交时间:2016/05/17
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| 考虑GARCH效应的动态无套利Nelson-Siegel模型及国债管理策略分析 学位论文 2014, 2014 党奕欣 收藏  |  浏览/下载:3/0  |  提交时间:2016/01/12
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| 资产定价异常及其研究方法评述 其他 2013-12-01 郑振龙; ZHENG Zhen-long; 胡韡; HU Wei; 史若燃; SHI Ruo-ran 收藏  |  浏览/下载:28/0  |  提交时间:2016/01/04
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| The Discrete-Time Framework of the Arbitrage-Free Nelson-Siegel Class of Term Structure Models 研究报告 2013 Linlin Niu; Gengming Zeng 收藏  |  浏览/下载:7/0  |  提交时间:2013/11/08 |
| LIQUIDITY CONSTRAINTS AND POSTHARVEST SELLING BEHAVIOR: EVIDENCE FROM CHINA'S MAIZE FARMERS SCI/SSCI论文 2013 Sun D. Q.; Qiu H. G.; Bai J. F.; Liu H. Y.; Lin G. H.; Rozelle S. 收藏  |  浏览/下载:17/0  |  提交时间:2014/12/24
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| Characterization of efficient frontier for mean–variance model with a drawdown constraint. 期刊论文 Applied Mathematics and Computation, 2013, 卷号: Vol.220, 页码: 770-782 作者: Yao, Haixiang; Lai, Yongzeng; Ma, Qinghua; Zheng, Huabao 收藏  |  浏览/下载:3/0  |  提交时间:2019/03/04
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| Arbitrage-free interval and dynamic hedging in an illiquid market 期刊论文 Quantitative Finance, 2013, 卷号: Vol.13 No.7, 页码: 1029-1039 作者: Yang, Jinqiang; Yang, Zhaojun 收藏  |  浏览/下载:6/0  |  提交时间:2020/01/05
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