设为首页
收藏本站
网站地图
|
English
|
公务邮箱
About the library
Background
History
Leadership
Organization
Readers' Guide
Opening Hours
Collections
Help Via Email
Publications
Electronic Information Resources
常用资源
电子图书
期刊论文
学位会议
外文资源
特色专题
内部出版物
SpringerLink电子期刊(73)
ProQuest学位论文(2)
Elsevier电子期刊(242)
ACS电子期刊(1)
在“
Elsevier电子期刊
”中,
命中:
242
条,耗时:小于0.01 秒
在所有数据库中总计命中:
318
条
1.
Discontinuous payoff option pricing by
Mellin
transform
: A probabilistic approach
作者:
H. Gzyl
a
;
henryk.gzyl@iesa.edu.ve
;
M. Milev
;
b
;
marian_milev@hotmail.com
;
marianmilev2002@gmail.com
;
A. Tagliani
c
;
aldo.tagliani@unitn.it
;
aldo.tagliani@unitn.it
关键词:
Barrier options
;
Black-Scholes equation
;
Discontinuous payoff
;
Fractional moments
;
Maximum entropy
;
Mellin
transform
刊名:Finance Research Letters
出版年:2017
2.
Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black-Scholes equation
作者:
Junkee Jeon
;
hollman@snu.ac.kr" class="auth_mail" title="E-mail the corresponding author
;
Heejae Han
;
Myungjoo Kang
关键词:
Free boundary problem
;
Integral equation
;
American floating strike lookback option
;
Perpetual American floating strike lookback option
;
Neumann problem
;
Mellin
transform
刊名:Journal of Computational and Applied Mathematics
出版年:2017
3.
An analytic expansion
method
for the valuation of double-barrier options under a stochastic volatility model
作者:
Junkee Jeon
a
;
hollman@snu.ac.kr
;
Ji-Hun Yoon
b
;
yssci99@pusan.ac.kr
;
Chang-Rae Park
c
;
d
关键词:
Double-barrier option
;
Stochastic volatility
;
Asymptotic analysis
;
Mellin
transform
method
刊名:Journal of Mathematical Analysis and Applications
出版年:2017
4.
Pricing vulnerable path-dependent options using integral
transform
s
作者:
Junkee Jeon
a
;
hollman@snu.ac.kr" class="auth_mail" title="E-mail the corresponding author
;
Ji-Hun Yoon
b
;
yssci99@pusan.ac.kr" class="auth_mail" title="E-mail the corresponding author
;
Myungjoo Kang
a
;
mkang@snu.ac.kr" class="auth_mail" title="E-mail the corresponding author
关键词:
Vulnerable barrier option
;
Vulnerable double barrier option
;
Vulnerable lookback option
;
Method
of image
;
Double
Mellin
transform
刊名:Journal of Computational and Applied Mathematics
出版年:2017
5.
Spectral and scattering theory for differential and Hankel operators
作者:
D.R. Yafaev
yafaev@univ-rennes1.fr
关键词:
34L10
;
34L25
;
47A40
;
47B25
;
47B35
刊名:Advances in Mathematics
出版年:2017
6.
Statistical inference for time-changed Lévy processes via
Mellin
transform
approach
作者:
Denis Belomestny
a
;
b
;
belomestny@uni-due.de" class="auth_mail" title="E-mail the corresponding author
;
John Schoenmakers
c
;
schoenma@wias-berlin.de" class="auth_mail" title="E-mail the corresponding author
关键词:
Time-changed Lé
;
vy processes
;
Low-frequency observations
;
Mellin
transform
;
Laplace
transform
刊名:Stochastic Processes and their Applications
出版年:2016
7.
Closed-form pricing formula for exchange option with credit risk
作者:
Geonwoo Kim
a
;
Eunho Koo
;
b
;
kooeunho@yonsei.ac.kr" class="auth_mail" title="E-mail the corresponding author
关键词:
Exchange option
;
Credit risk
;
Mellin
transform
刊名:Chaos, Solitons & Fractals
出版年:2016
8.
An integral equation representation approach for valuing Russian options with a finite time horizon
作者:
Junkee Jeon
;
Heejae Han
;
Hyeonuk Kim
;
Myungjoo Kang
;
mkang@snu.ac.kr" class="auth_mail" title="E-mail the corresponding author
关键词:
Russian option
;
Free boundary problem
;
Integral equation
;
Mixed boundary condition
;
Recursive integration
method
;
Mellin
transform
刊名:Communications in Nonlinear Science and Numerical Simulation
出版年:2016
9.
Batcher's odd-even exchange revisited: A generating functions approach
作者:
Helmut Prodinger
1
;
hproding@sun.ac.za" class="auth_mail" title="E-mail the corresponding author
关键词:
Batcher's odd&ndash
;
even exchange
;
Generating function
;
Singularity analysis
;
Mellin
transform
刊名:Theoretical Computer Science
出版年:2016
10.
Accuracy improved image registration based on pre-estimation and compensation
作者:
Xiangguo Li
;
xiangguoli@gmail.com" class="auth_mail" title="E-mail the corresponding author
关键词:
Image registration
;
Accuracy
;
Fourier&ndash
;
Mellin
;
Lucas&ndash
;
Kanade
;
Compensation
刊名:Pattern Recognition Letters
出版年:2016
1
2
3
4
5
6
7
8
9
按检索点细分(242)
题名(34)
关键词(124)
文摘(179)
按出版年细分(242)
2027年及以后(6)
2017年(5)
2016年(10)
2015年(4)
2013年(18)
2012年(16)
2011年(13)
2010年(19)
2009年(6)
2008年(9)
2007年(14)
2006年(10)
2005年(9)
2004年(11)
2003年(10)
2002年(16)
2001年(8)
2000年(9)
2000年及以前(49)
NGLC 2004-2010.National Geological Library of China All Rights Reserved.
Add:29 Xueyuan Rd,Haidian District,Beijing,PRC. Mail Add: 8324 mailbox 100083
For exchange or info please contact us via
email
.