Item request has been placed!

Item request cannot be made.

Processing Request

نتائج البحث

Display Settings

النتائج لكل صفحة: 10

Sort By: Relevance

Filter

فلترة النتائج

إعادة تعيين خيارات الفبترة

Item request has been placed!

Item request cannot be made.

Processing Request

Academic Journal

二叉树期权定价模式评估林业碳汇项目的价值.

Authors : 苏蕾¹ ; 潘明月¹; 陈丽荣

Source: Issues of Forestry Economics. 2020, Vol. 40 Issue 1, p8-13. 6p.

تفاصيل العنوان

اقرأ على الانترنت اقرأ أكثر حفظ في قائمتي

Academic Journal

Nonparametric Estimation of Fractional Option Pricing Model.

Authors : Li, Qing¹ (AUTHOR); Liu, Songlin² (AUTHOR); Zhou, Misi³ (AUTHOR)

Source: Mathematical Problems in Engineering. 12/16/2020, p1-8. 8p.

تفاصيل العنوان

اقرأ على الانترنت اقرأ أكثر حفظ في قائمتي

Academic Journal

Nonparametric Estimation of Fractional Option Pricing Model.

Authors : Li, Qing¹ (AUTHOR); Liu, Songlin² (AUTHOR); Zhou, Misi³ (AUTHOR)

Source: Mathematical Problems in Engineering. 12/15/2020, p1-8. 8p.

تفاصيل العنوان

اقرأ على الانترنت اقرأ أكثر حفظ في قائمتي

Academic Journal

Option Pricing Formulas in a New Uncertain Mean-Reverting Stock Model with Floating Interest Rate.

Authors : Liu, Zhaopeng¹ (AUTHOR)

Source: Discrete Dynamics in Nature & Society. 11/4/2020, p1-8. 8p.

تفاصيل العنوان

اقرأ على الانترنت اقرأ أكثر حفظ في قائمتي

Academic Journal

Convergence rates of the numerical methods for the delayed PDEs from option pricing under regime switching hard-to-borrow models.

Authors : Ma, Jingtang¹ (AUTHOR) ; Chen, Yong² (AUTHOR)

Source: International Journal of Computer Mathematics. Nov2020, Vol. 97 Issue 11, p2210-2232. 23p.

تفاصيل العنوان

اقرأ على الانترنت اقرأ أكثر حفظ في قائمتي

Academic Journal

Numerical aspects of integration in semi-closed option pricing formulas for stochastic volatility jump diffusion models.

Authors : Daněk, Josef¹ (AUTHOR); Pospíšil, Jan¹ (AUTHOR)

Source: International Journal of Computer Mathematics. Jun2020, Vol. 97 Issue 6, p1268-1292. 25p.

تفاصيل العنوان

اقرأ على الانترنت اقرأ أكثر حفظ في قائمتي

Academic Journal

Option Pricing under Double Stochastic Volatility Model with Stochastic Interest Rates and Double Exponential Jumps with Stochastic Intensity.

Authors : Chang, Ying¹ (AUTHOR); Wang, Yiming¹ (AUTHOR)

Source: Mathematical Problems in Engineering. 5/25/2020, p1-13. 13p.

تفاصيل العنوان

اقرأ على الانترنت اقرأ أكثر حفظ في قائمتي

Academic Journal

Study on the Valuation Method for Overseas Oil and Gas Extraction Based on the Modified Trinomial Tree Option Pricing Model.

Authors : Liu, Jianye¹ (AUTHOR); Li, Zuxin^1,2 (AUTHOR); Luo, Dongkun¹ (AUTHOR)

Source: Mathematical Problems in Engineering. 5/12/2020, p1-15. 15p.

تفاصيل العنوان

اقرأ على الانترنت اقرأ أكثر حفظ في قائمتي

Academic Journal

Option Pricing Based on Modified Advection-Dispersion Equation: Stochastic Representation and Applications.

Authors : Lv, Longjin¹ (AUTHOR); Wang, Luna¹ (AUTHOR)

Source: Discrete Dynamics in Nature & Society. 3/12/2020, p1-8. 8p.

تفاصيل العنوان

اقرأ على الانترنت اقرأ أكثر حفظ في قائمتي

Academic Journal

Price bias and common practice in option pricing.

Authors : Bégin, Jean‐François¹ (AUTHOR) ; Gauthier, Geneviève² (AUTHOR)

Source: Canadian Journal of Statistics. Mar2020, Vol. 48 Issue 1, p8-35. 28p.

تفاصيل العنوان

اقرأ على الانترنت اقرأ أكثر حفظ في قائمتي

نتائج البحث

فلترة النتائج

二叉树期权定价模式评估林业碳汇项目的价值.

Nonparametric Estimation of Fractional Option Pricing Model.

Nonparametric Estimation of Fractional Option Pricing Model.

Option Pricing Formulas in a New Uncertain Mean-Reverting Stock Model with Floating Interest Rate.

Convergence rates of the numerical methods for the delayed PDEs from option pricing under regime switching hard-to-borrow models.

Numerical aspects of integration in semi-closed option pricing formulas for stochastic volatility jump diffusion models.

Option Pricing under Double Stochastic Volatility Model with Stochastic Interest Rates and Double Exponential Jumps with Stochastic Intensity.

Study on the Valuation Method for Overseas Oil and Gas Extraction Based on the Modified Trinomial Tree Option Pricing Model.

Option Pricing Based on Modified Advection-Dispersion Equation: Stochastic Representation and Applications.

Price bias and common practice in option pricing.

اتصل بنا

اتبع