General pricing formula of European contingent claim and its application;
欧式未定权益的一般定价公式及其应用
Indifference pricing of contingent claim with nontraded asset;
非交易资产未定权益的无差别定价
Hedging strategy of a contingent claim in incomplete market;
不完全市场上一种未定权益的套期保值策略
No-arbitrage fair pricing of contingent claims under transaction costs;
有交易费的未定权益无套利公平定价
Hedging price of no-arbitrage contingent claims under transaction costs;
有交易费的未定权益无套利套期保值定价
The upper-hedging price of an ECC is obtained by introducing a family of auxiliary frictionless financial markets Existence of an optimal portfolio for hedging contingent claims is shown.
研究了在借款利率大于存款利率的条件下,投资者拥有或借入风险资产需交纳比例费用的摩擦金融市场中的欧式未定权益套期保值问题。
Study on pricing of European contingent claims when the interest rate obeys the Vasicek model;
Vasicek利率模型下欧式未定权益定价方法
A Study on Option Pricing Model Based on Jump-Volatility;
基于跳跃波动率的未定权益定价模型
THE NO-ARBITRAGE PRICING INTERVAL OF CONTINGENT CLAIMS UNDER TRANSACTION COSTS;
有交易费的未定权益无套利定价区间
Pricing Model of European Contingent Claim with Different Interest rate
具有不同借贷利率的欧式未定权益定价模型
General pricing formula of European contingent claim and its application
欧式未定权益的一般定价公式及其应用
Hedging Price and Hedging Strategy of a Contingent Claim with Transaction Cost
有交易费用的未定权益定价及其套期保值策略
Pricing and Hedging of Contingent Claims for the Model of Exponential Simemartingale;
指数半鞅模型未定权益的定价与套期保值
Several Researchs on Pricing Formulates and Hedging Stratagems of Contingent Claims;
关于未定权益定价与套期保值若干问题的研究
Some Issues about the Pricing of Contingent Claim under Stochastic Interest Rate;
随机利率情形下未定权益定价若干问题的研究
Some Kinds of Pricing European Contingent Claims under Vasicek Interest Rates Model;
Vasicek利率模型下几种欧式未定权益的定价
The Method about Pricing of Contigent Claim a Market with Higher Rate for Borrowing;
在高利率借款市场中未定权益的定价方法
Pricing European Contingent Claims Under Stochastic Interest Rate and Stochastic Life;
随机利率和随机寿命下的欧式未定权益定价
The Valuation of European Contingent Claims about Several StocksWhose Prices Are Governed by Brownian Motions and Poisson Processes;
一类跳跃扩散型股价过程组欧式未定权益定价
Hedging price of no-arbitrage contingent claims under transaction costs;
有交易费的未定权益无套利套期保值定价
Preferred Hedging Stratagems of American Contingent Claims with Transaction Costs;
带交易费的美式未定权益有偏好的套期保值
Two Formulas of Debt Valuation About risky Enterprise with Contingent Claims Analysis and Comparison;
风险企业债务估值未定权益分析的两个公式
Contingent Claims Analysis of Valuation of Risky Debt with Bankruptcy Costs;
有破产成本的风险债务估值未定权益分析
Market Model and Hedging Contingent Claims under Transaction Costs;
带交易费的市场模型和未定权益套期保值
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