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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
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
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
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, Rui;  Li, Yaqiong;  Lin, Lisha
收藏  |  浏览/下载：12/0  |  提交时间：2019/12/17
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:  Rui Gao;  Yaqiong Li;  Lisha Lin
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/13
Efficient control variate methods with applications to exotic options pricing under subordinated Brownian motion models 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2019, 卷号: Vol.47, 页码: 602-621
作者:  Zhang, L;  Lai, YZ;  Zhang, SH;  Li, L
收藏  |  浏览/下载：8/0  |  提交时间：2019/12/17
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

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