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在“Elsevier电子期刊”中，命中：67,718条，耗时：0.0619725 秒

在所有数据库中总计命中：121,823条

1.Efficient option risk measurement with reduced model risk

作者：Sovan Mitra ^{sovan.mitra@liverpool.ac.uk}

关键词：Option risk ; Model risk ; Risk measurement ; Liquidity risk ; Option trading strategies

刊名：Insurance: Mathematics and Economics

出版年：2017

2.Pricing vulnerable path-dependent options using integral transforms

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

3.Using real options for urban infrastructure adaptation under climate change

作者：Kyeongseok Kim ^{kim.ks@yonsei.ac.kr} ; Sooji Ha ^{susieha@yonsei.ac.kr} ; Hyoungkwan Kim ; ^{hyoungkwan@yonsei.ac.kr}

关键词：Adaptation ; Chooser option ; Climate scenarios ; Urban infrastructure ; Real options

刊名：Journal of Cleaner Production

出版年：2017

4.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

5.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

6.Production and procurement strategies for seasonal product supply chain under yield uncertainty with commitment-option contracts

作者：Ji-cai Li^a ; ^b ; ^{leejicai@163.com} ; Yong-wu Zhou^b ; ^{zyw_666@hotmail.com} ; Wenyan Huang^b

关键词：Commitment-option contract ; Random yield ; Seasonal product ; Supply chain

刊名：International Journal of Production Economics

出版年：2017

7.Pricing and estimates of Greeks for passport option: A three time level approach

作者：Ankur Kanaujiya ^{a.kanaujiya@iitg.ernet.in} ; Siddhartha P. Chakrabarty ; ^{pratim@iitg.ernet.in}

关键词：Passport option ; Three time level scheme ; Greeks

刊名：Journal of Computational and Applied Mathematics

出版年：2017

8.Option price and market instability

作者：Belal E. Baaquie^a ; ^{Belalbaaquie@gmail.com} ; Miao Yu^b ; ^{yumiaofred@gmail.com}

关键词：Option ; Forex ; Pricing ; Market instability

刊名：Physica A: Statistical Mechanics and its Applications

出版年：2017

9.Insider trading, stock return volatility, and the option market's pricing of the information content of insider trading

作者：Chin-Han Chiang^a ; ^{chinhan.chiang@gmail.com} ; Sung Gon Chung^b ; ^{sgchung@wayne.edu} ; Henock Louis^c ; ^hul4@psu.edu

关键词：Insider trading ; Stock return volatility ; Option pricing ; Earnings announcements

刊名：Journal of Banking & Finance

出版年：2017

10.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

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