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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：1/0  |  提交时间：2023/12/21
Pricing arithmetic Asian and Amerasian options: A diffusion operator integral expansion approach 期刊论文
JOURNAL OF FUTURES MARKETS, 2022, 页码: 25
作者:  Ding, Kailin;  Cui, Zhenyu;  Yang, Xiaoguang
收藏  |  浏览/下载：8/0  |  提交时间：2023/02/07
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
Pricing strategies for blockchain payment service under customer heterogeneity 期刊论文
INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS, 2021, 卷号: 242, 页码: 14
作者:  Li, Yuze;  Jiang, Shangrong;  Shi, Jianming;  Wei, Yunjie
收藏  |  浏览/下载：12/0  |  提交时间：2022/04/02
Option pricing based on a regime switching dividend process 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019
作者:  Yan, HuaHui;  Chen, Qihong;  Shu, HuiSheng
收藏  |  浏览/下载：24/0  |  提交时间：2019/08/22
Real options under a double exponential jump-diffusion model with regime switching and partial information 期刊论文
QUANTITATIVE FINANCE, 2019, 卷号: 19, 期号: 6, 页码: 1061-1073
作者:  Luo, Pengfei;  Xiong, Jie;  Yang, Jinqiang;  Yang, Zhaojun
收藏  |  浏览/下载：24/0  |  提交时间：2019/08/22
Tip Pricing of Jump Propagation: Evidence from Spot and Options Markets 期刊论文
MANAGEMENT SCIENCE, 2019, 卷号: 65, 期号: 5, 页码: 2360-2387
作者:  Du, Du;  Luo, Dan
收藏  |  浏览/下载：19/0  |  提交时间：2019/08/22
An efficient conditional Monte Carlo method for European option pricing with stochastic volatility and stochastic interest rate 期刊论文
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2019
作者:  Liang, Yijuan;  Xu, Chenglong
收藏  |  浏览/下载：6/0  |  提交时间：2019/08/22
Bayesian statistical inference for European options with stock liquidity 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 卷号: Vol.518, 页码: 312-322
作者:  Gao, R;  Li, YQ;  Lin, LS
收藏  |  浏览/下载：2/0  |  提交时间：2019/12/13
Bayesian statistical inference for European options with stock liquidity. 期刊论文
Physica A, 2019, 卷号: Vol.518, 页码: 312-322
作者:  Gao, R;  Li, YQ;  Lin, LS
收藏  |  浏览/下载：7/0  |  提交时间：2019/12/13

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