CORC

浏览/检索结果: 共8条,第1-8条 帮助

限定条件    
已选(0)清除 条数/页:   排序方式:
Pricing Equity-indexed Annuities When Discrete Dividends Follow a Markov-Modulated Jump Diffusion Model 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2015, 卷号: 44, 期号: 11, 页码: 2207-2221
作者:  Yan, Huahui;  Shu, Huisheng;  Kan, Xiu
收藏  |  浏览/下载:2/0  |  提交时间:2019/08/22
Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk 期刊论文
JOURNAL OF MATHEMATICAL ECONOMICS, 2014, 卷号: Vol.51, 页码: 1-11
作者:  Song, DD;  Wang, HM;  Yang, ZJ
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/31
A QUASI-ANALYTICAL PRICING MODEL FOR ARITHMETIC ASIAN OPTIONS 期刊论文
http://dx.doi.org/10.1002/fut.21576, 2013
Sun, Jianqiang; Chen, Langnan; Li, Shiyin; 李时银
收藏  |  浏览/下载:5/0  |  提交时间:2015/07/22
Pricing Options and Convertible Bonds Based on an Actuarial Approach 期刊论文
Mathematical Problems in Engineering, 2013, 卷号: Vol.2013
作者:  Liu, J;  Yan, LZ;  Ma, CQ
收藏  |  浏览/下载:7/0  |  提交时间:2020/01/05
天气衍生品的运作机制与精算定价 期刊论文
财经理论与实践, 2011
谢世清; 梅云云
收藏  |  浏览/下载:8/0  |  提交时间:2015/11/11
Actuarial pricing approach to Europe option and exchange option under stochastic interest rates and O-U process 期刊论文
Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice, 2009, 卷号: Vol.29 No.12, 页码: 118-124
作者:  Liu, Jian;  Wen, Feng-Hua;  Ma, Chao-Qun
收藏  |  浏览/下载:2/0  |  提交时间:2020/01/13
Actuarial pricing approach to Europe option and exchange option under stochastic interest rates and O-U process 期刊论文
System Engineering Theory and Practice, 2009, 卷号: Vol.29 No.12, 页码: 118-124
作者:  Liu, Jian;  Wen, Feng-Hua;  Ma, Chao-Qun
收藏  |  浏览/下载:4/0  |  提交时间:2020/01/13
Minimax pricing and Choquet pricing 期刊论文
Insurance: Mathematics and economics, 2006, 卷号: 38, 期号: 3, 页码: 518-528
作者:  Zengjing Chen;  Reg Kulperger
收藏  |  浏览/下载:3/0  |  提交时间:2020/01/03


©版权所有 ©2017 CSpace - Powered by CSpace