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Retrieving aggregate information from option volume 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2018, 卷号: 55, 页码: 220-232
作者:  Lin, William T.;  Tsai, Shih-Chuan;  Zheng, Zhenlong;  Qiao, Shuai
收藏  |  浏览/下载:12/0  |  提交时间:2019/12/11
基于半差分格式的美式看跌期权定价模型数值解法 期刊论文
2015, 2015
段国东,周圣武,牛成虎等
收藏  |  浏览/下载:3/0  |  提交时间:2017/06/15
Implied volatilities of S&P 100 index with applications to financial market 会议论文
作者:  Zheng, Jin;  Zhang, Nan;  Xie, Dejun
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/03
Effects of Option Contracts on Electricity Markets: A Cournot Equilibrium Analysis 会议论文
2012 ASIA-PACIFIC POWER AND ENERGY ENGINEERING CONFERENCE (APPEEC), 2012-03-27
作者:  Zhang Shaohua[1];  Fu Xinhua[2];  Wang Xian[3]
收藏  |  浏览/下载:2/0  |  提交时间:2019/04/30
随机波动率环境下俄式期权的近似定价公式及清算延迟时期权的博弈分析 学位论文
2011, 2011
聂晓柳
收藏  |  浏览/下载:8/0  |  提交时间:2016/02/14
An explicit series approximation to the optimal exercise boundary of American put options 期刊论文
COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION, 2010, 卷号: 15, 页码: 1148-1158
作者:  Cheng, Jun[1];  Zhu, Song-Ping[2];  Liao, Shi-Jun[3]
收藏  |  浏览/下载:3/0  |  提交时间:2019/04/30
Power market risk management based on range forward contracts 期刊论文
2009 INTERNATIONAL CONFERENCE ON SUSTAINABLE POWER GENERATION AND SUPPLY, VOLS 1-4, 2009, 页码: 2745-+
作者:  Wang, F.*;  Zhou, X. Y.
收藏  |  浏览/下载:2/0  |  提交时间:2019/12/23
Optimal Stopping with Model Uncertainty and Pricing the American Option 会议论文
2nd International Conference on Business Intelligence and Financial Engineering, JUL 24-26, 2009
作者:  Zhao, Guoqing
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/31
Optimal stopping with model uncertainty and pricing the American option 期刊论文
2009 International Conference on Business Intelligence and Financial Engineering, BIFE 2009, 2009, 页码: 329-332
作者:  Zhao, Guoqing
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/26
The Pricing Model of Bank Credit Risk Based on the Put Option 会议论文
International Conference on Management of Technology, Taiyuan, PEOPLES R CHINA, 2008-01-01
作者:  Liu Yanping;  Tu Rong;  Chi Guotai
收藏  |  浏览/下载:2/0  |  提交时间:2019/12/27


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