基于混合分数布朗运动下带跳的两值期权定价Binary Option Pricing with Jump Based on Mixed Fractional Brownian Motion
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Advances in Applied Mathematics Vol.8 No.5, 全文下载: PDF HTML XML DOI:10.12677/AAM.2019.85099, May 16 2019
一种新的股票模型的期权定价公式Option Pricing Formula for a New Stock Model
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Advances in Applied Mathematics Vol.7 No.10, 全文下载: PDF HTML XML DOI:10.12677/AAM.2018.710142, October 22 2018
带跳多尺度分数布朗运动下欧式期权定价问题European Option Pricing Problem Involving Multi-Scale Fractional Brownian Motion with Jump
胡 静, 黄小涛 下载量: 386 浏览量: 497 国家自然科学基金支持
Pure Mathematics Vol.13 No.9, 全文下载: PDF HTML XML DOI:10.12677/PM.2023.139259, September 8 2023
基于FMLS模型的欧式期权定价与对冲策略European Option Pricing and Hedging Strategy Based on the Finite Moment Log-Stable Process
范聪银, 车嘉懿 下载量: 1,018 浏览量: 1,990 科研立项经费支持
Advances in Applied Mathematics Vol.8 No.8, 全文下载: PDF HTML XML DOI:10.12677/AAM.2019.88174, August 28 2019
随机利率下完全离散险种的寿险精算模型Fully Discrete Life Insurance Actuarial Model with the Stochastic Interest Rate
吕嘉全 下载量: 810 浏览量: 1,205
Advances in Applied Mathematics Vol.9 No.6, 全文下载: PDF HTML XML DOI:10.12677/AAM.2020.96110, June 29 2020
基于傅里叶变换的跳跃–扩散模型及欧式期权定价Fourier Transform-Based Jump-Diffusion Model and European Option Pricing
周琦力 下载量: 84 浏览量: 121
Advances in Applied Mathematics Vol.13 No.1, 全文下载: PDF HTML XML DOI:10.12677/AAM.2024.131030, January 23 2024