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CNKI学位论文(42)
知网期刊论文(25)
在“
Elsevier电子期刊
”中,
命中:
12
条,耗时:小于0.01 秒
在所有数据库中总计命中:
67
条
1.
Valuation of
quanto
options
in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model
作者:
Son-Nan Chen
a
;
1
;
snchen@saif.sjtu.edu.cn" class="auth_mail
;
Mi-Hsiu Chiang
b
;
2
;
mhchiang@nccu.edu.tw" class="auth_mail
;
Pao-Peng Hsu
c
;
3
;
peng_nccu@hotmail.com" class="auth_mail
;
Chang-Yi Li
b
;
96352501@nccu.edu.tw" class="auth_mail
关键词:
C02
;
E43
;
G13
;
G15
刊名:Finance Research Letters
出版年:June 2014
2.
Asian and Australian
options
: A common perspective
作者:
Christian-Oliver Ewald
a
;
christian.ewald@glasgow.ac.uk
;
Olaf Menkens
b
;
Sai Hung Marten Ting
c
关键词:
Asset pricing
;
Derivatives
;
Asian
options
;
Quanto
options
;
Dollar cost averaging (DCA)
;
Numerical methods
刊名:Journal of Economic Dynamics and Control
出版年:2013
3.
Keep on smiling? The pricing of
Quanto
options
when all covariances are stochastic
作者:
Nicole Branger
a
;
nicole.branger@wiwi.uni-muenster.de
;
Matthias Muck
b
;
matthias.muck@uni-bamberg.de
关键词:
G13
刊名:Journal of Banking and Finance
出版年:2012
4.
Model based Monte Carlo pricing of energy and temperature
Quanto
options
作者:
Massimiliano Caporin
;
Juliusz Pre?
;
Hipolit Torro
关键词:
C32
;
C51
;
C53
;
G17
刊名:Energy Economics
出版年:2012
5.
Pricing
options
on stocks denominated in different currencies: Theory and illustrations
作者:
Andrew C.Y. Ng
;
Johnny Siu-Hang Li
;
Wai-Sum Chan
关键词:
G13
;
F31
刊名:North American Journal of Economics and Finance
出版年:December, 2013
6.
Operator trigonometry of multivariate finance
作者:
Karl Gustafson
关键词:
Multivariate finance
;
Operator trigonometry
;
Quanto
s
;
Spread
options
;
Risk measures
刊名:Journal of Multivariate Analysis
出版年:2010
7.
Foreign equity option pricing under stochastic volatility model with double jumps
作者:
Weidong Xu
a
;
weid.xu@gmail.com"" rel=""nofollow
;
Chongfeng Wu
b
;
cfwu@sjtu.edu.cn"" rel=""nofollow
;
Hongyi Li
c
;
hongyi@baf.msmail.cuhk.edu.hk"" rel=""nofollow
关键词:
Foreign equity option
;
Affine jump-diffusion process
;
Fourier transformation
;
Exchange rate
刊名:Economic Modelling
出版年:2011
8.
An analytic valuation method for multivariate contingent claims with regime-switching volatilities
作者:
Ji Hee Yoon
a
;
Bong-Gyu Jang
b
;
bonggyujang@postech.ac.kr"" rel=""nofollow
;
Kum-Hwan Roh
c
关键词:
Multivariate contingent claim
;
Derivative pricing
;
Regime switch
;
Business cycle
;
Stochastic volatility
刊名:Operations Research Letters
出版年:2011
9.
Lookback
options
and dynamic fund protection under multiscale stochastic volatility
作者:
Hoi Ying Wong
;
Chun Man Chan
关键词:
Dynamic fund protection
;
Lookback
options
;
Stochastic volatility
刊名:Insurance: Mathematics and Economics
出版年:2007
10.
Financial valuation of guaranteed minimum withdrawal benefits
作者:
Moshe A. Milevsky and Thomas S. Salisbury
关键词:
Portfolio insurance
;
Pensions
;
Annuities
;
Put
options
;
Asian
options
刊名:Insurance: Mathematics and Economics
出版年:2006
1
2
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