科学研究出版的参考

学术期刊

在线客服：
对外合作：

联系：400-6379-560
feedback@hanspub.org

客服号

人工客服，稿件咨询

公众号

科技成果分享

● M. Dai. Quanto lookback options. Mathematical Finance, 2004, 14: 445-467.
● Y. K. Kwok, H. Y. Wong. Currency-translated foreign equity options with path dep...
● E. Reiner. Quanto mechanic, from black-scholes to black-scholes. Risk Publicatio...
● 李翠香, 石凌. 基于随机利率下跳–扩散过程的复合期权的定价[J]. 黑龙江大学自然科学学报, 2012, 29(4): 432-436.
● 张素梅. 跳扩散模型中随机利率和随机波动下期权定价[J]. 辽宁工程技术大学学报(自然科学版), 2012, 31(3): 421-424.
● Li Jun Bo, Y. J. Wang and X. W. Yang. Markov-modulated jump-diffusions for curre...
● P. Glasserman, S. G. Kou. The term structure of simple forward rates with jump r...
● D. Heath, R. Jarrow and A. Morton. Contingent claim valuation with a random evol...
● J. Hull, A. White. One-factor interest models and the valuation interest rate de...
● O. Vasicek. An equilibrium characterization of the term structure. Journal of Fi...
● S. Kou. A jump-diffusion model for option pricing. Management Science, 2002, 48(...
● T. Chan. Pricing contingent claims on stocks driven by Levy processes. Annals of...
● D. Duffie, J. Pan and K. Singleton. Transform analysis and option pricing for af...
● C. Mancini. The European options hedge perfectly in a Poisson Gaussian stock mar...
● R. C. Merton. Option pricing when underlying stock are discontinuous. Journal of...
● F. Black, M. Scholes. The pricing of options and corporate liabilities. Journal ...
● 罗东明, 昂海松, 周军等. 螺旋桨式微型飞行器飞行特性分析[J]. 航空计算技术, 2003, 33(3): 35-38.
● 段文博. 可悬停双旋翼微型飞行器设计与制造[D]. 南京航空航天大学, 2008.
● N. E. Sevant, M. I. G. Bloor, and M. J. Wilson. Aerodynamic design of a flying w...
● M. R. Waszak, J. B. Davidson. Simulation and flight control of an aeroelastic fi...
● J. Fleming, T. Jones, W. Ng, et al. Improving controls system effectiveness for ...
● 谭浩强. C程序设计教程[M]. 北京: 清华大学出版社, 2005: 305-308.
● X. Yan, M. Mehan, Y. Huang, et al. A Graph based approach to systematically reco...
● H. Hu, X. Yan, et al. Mining coherent dense subgraphs across massive biological ...
● A. W. Rives, T. Galitski. Modular organization of cellular networks. Proceeding ...
● E. Ravasz, et al. Hierarchical organization of modularity in metabolic networks....
● L. Hood, et al. Integrated genomic and proteomic analyses of a systematically pe...
● L. H. Hartwell, et al. From molecular to modular cell biology. Nature, 1999, 402...
● Gnutella. The annotated gnutella protocol specification, 2009. http://rfc-gnute...
● 刘勇. 大规模对等资源共享关键技术研究[D]. 电子科技大学, 2009.

● M. Dai. Quanto lookback options. Mathematical Finance, 2004, 14: 445-467.

● Y. K. Kwok, H. Y. Wong. Currency-translated foreign equity options with path dep...

● E. Reiner. Quanto mechanic, from black-scholes to black-scholes. Risk Publicatio...

● 李翠香, 石凌. 基于随机利率下跳–扩散过程的复合期权的定价[J]. 黑龙江大学自然科学学报, 2012, 29(4): 432-436.

● 张素梅. 跳扩散模型中随机利率和随机波动下期权定价[J]. 辽宁工程技术大学学报(自然科学版), 2012, 31(3): 421-424.

● Li Jun Bo, Y. J. Wang and X. W. Yang. Markov-modulated jump-diffusions for curre...

● P. Glasserman, S. G. Kou. The term structure of simple forward rates with jump r...

● D. Heath, R. Jarrow and A. Morton. Contingent claim valuation with a random evol...

● J. Hull, A. White. One-factor interest models and the valuation interest rate de...

● O. Vasicek. An equilibrium characterization of the term structure. Journal of Fi...

● S. Kou. A jump-diffusion model for option pricing. Management Science, 2002, 48(...

● T. Chan. Pricing contingent claims on stocks driven by Levy processes. Annals of...