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Fair bilateral pricing under funding costs and exogenous collateralization 期刊论文
MATHEMATICAL FINANCE, 2018, 卷号: 28, 期号: 2, 页码: 621-655
作者:  Nie, Tianyang;  Rutkowski, Marek
收藏  |  浏览/下载:5/0  |  提交时间:2019/12/11
THEMIS: Collusion-Resistant and Fair Pricing Spectrum Auction Under Dynamic Supply 期刊论文
IEEE TRANSACTIONS ON MOBILE COMPUTING, 2017, 卷号: 16, 期号: 7
作者:  Wang, Qian;  Sun, Qihang;  Ren, Kui;  Jia, Xiaohua
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/05
A BSDE approach to fair bilateral pricing under endogenous collateralization 期刊论文
FINANCE AND STOCHASTICS, 2016, 卷号: 20, 期号: 4, 页码: 855-900
作者:  Nie, Tianyang;  Rutkowski, Marek
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/17
An actuarial approach to foreign currency option pricing 会议论文
2nd International Conference on Informatization in Education, Management and Business (IEMB), Guangzhou, PEOPLES R CHINA, SEP 12-13, 2015
作者:  Min, Zhang*
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/27
New approach to option pricing: A generalized Black-Scholes formula without market assumptions 会议论文
作者:  Xicai, Guo;  Zhi'an, Liang
收藏  |  浏览/下载:5/0  |  提交时间:2019/08/22
Information Strategies to Support Full Information Product Pricing: the Role of Trust 会议论文
2009
作者:  deDiego,L.J.A.;  Andersen,D.F.;  JingZhang;  Whitmore,A.;  Andersen,M.
收藏  |  浏览/下载:1/0  |  提交时间:2020/01/13


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