CORC

在结果中检索

CORC

浏览/检索结果: 共357条，第1-10条 帮助

已选(0)清除 条数/页：   排序方式：
Valuing equity-linked guaranteed minimum death benefits with European-style Asian payoffs under a regime switching jump-diffusion model 期刊论文
COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION, 2024, 卷号: 128, 页码: 19
作者:  Wang, Yayun;  Liu, Shengda
收藏  |  浏览/下载：2/0  |  提交时间：2023/12/21
Pricing Discrete Barrier Options Under the Jump-Diffusion Model with Stochastic Volatility and Stochastic Intensity 期刊论文
COMMUNICATIONS IN MATHEMATICS AND STATISTICS, 2022, 页码: 25
作者:  Duan, Pingtao;  Liu, Yuting;  Ma, Zhiming
收藏  |  浏览/下载：6/0  |  提交时间：2023/02/07
Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets 期刊论文
APPLIED ECONOMICS, 2022, 页码: 17
作者:  Liu, Qing;  Wang, Shouyang;  Sui, Cong
收藏  |  浏览/下载：15/0  |  提交时间：2023/02/07
Quantifying the implied risk for newly-built coal plant to become stranded asset by carbon pricing 期刊论文
ENERGY ECONOMICS, 2021, 卷号: 99
作者:  Mo, Jianlei;  Cui, Lianbiao;  Duan, Hongbo
收藏  |  浏览/下载：2/0  |  提交时间：2022/02/10
Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2020, 卷号: 70
作者:  Zhu, Zhaobo;  Ji, Qiang;  Sun, Licheng;  Zhai, Pengxiang
收藏  |  浏览/下载：23/0  |  提交时间：2021/01/16
Least-square-based control variate method for pricing options under general factor models 期刊论文
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2019, 卷号: 96, 期号: 6, 页码: 1121-1136
作者:  Xu, Chenglong;  Ma, Junmei;  Tian, Yiming
收藏  |  浏览/下载：15/0  |  提交时间：2019/08/22
Weighing asset pricing factors: a least squares model averaging approach 期刊论文
QUANTITATIVE FINANCE, 2019
作者:  Qiu, Yue;  Ren, Yu;  Xie, Tian
收藏  |  浏览/下载：10/0  |  提交时间：2019/08/22
Sentiment Dispersion and Asset Pricing Error: Evidence from the Chinese Stock Market 期刊论文
Emerging Markets Finance and Trade, 2019
作者:  Xiong, X.;  Han, J.;  Feng, X.;  An, Y.
收藏  |  浏览/下载：2/0  |  提交时间：2019/11/21
Robustness analysis on the pricing of some options on two assets with delays 期刊论文
Physica A: Statistical Mechanics and its Applications, 2019, 卷号: Vol.532, 页码: 121883
作者:  Lisha Lin;  Yaqiong Li;  Jianhong Wu;  Ge Li
收藏  |  浏览/下载：10/0  |  提交时间：2019/12/13
An intertemporal capital asset pricing model under incomplete information and short sales 期刊论文
ANNALS OF OPERATIONS RESEARCH, 2019, 卷号: 281, 期号: 1-2, 页码: 143-159
作者:  Bellalah, Mondher;  Zhang, Detao
收藏  |  浏览/下载：14/0  |  提交时间：2019/12/11

©版权所有 ©2017 CSpace - Powered by CSpace