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CNKI期刊论文0611(191)
标准(85)
在“
Elsevier电子期刊
”中,
命中:
67,718
条,耗时:小于0.01 秒
在所有数据库中总计命中:
122,379
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
option
s 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
option
s 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
option
s
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
option
s 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.
Analytic solution for American strangle
option
s using Laplace-Carson transforms
作者:
Myungjoo Kang
;
Junkee Jeon
;
hollman@snu.ac.kr
;
Heejae Han
;
Somin Lee
关键词:
American strangle
option
s
;
Free boundary problems
;
Laplace&ndash
;
Carson transforms
;
Numerical Laplace inversion
刊名:Communications in Nonlinear Science and Numerical Simulation
出版年:2017
9.
Discrete-time
option
pricing with stochastic liquidity
作者:
Markus Leippold
;
a
;
b
;
markus.leippold@bf.uzh.ch
;
Steven Schä
;
rer
a
关键词:
Market liquidity
;
Bid-Ask spreads
;
Option
pricing
;
Stochastic liquidity
;
Conic finance
刊名:Journal of Banking & Finance
出版年:2017
10.
Semi-analytical valuation for discrete barrier
option
s under time-dependent Lévy processes
作者:
Guanghua Lian
a
;
b
;
guanghua_lian@berkeley.edu
;
Song-Ping Zhu
c
;
spz@uow.edu.au
;
Robert J. Elliott
1
;
d
;
e
;
relliott@ucalgary.ca
;
Zhenyu Cui
;
2
;
f
;
zcui6@stevens.edu
;
cuizhyu@gmail.com
关键词:
Discrete barrier
option
s
;
Lé
;
vy processes
;
Fourier-cosine series
刊名:Journal of Banking & Finance
出版年:2017
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