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jstor：Old‐Age Longevity and Mortality‐Contingent Claims
4 个回复 - 1290 次查看【作者(必填)】Tomas J. Philipson and Gary S. Becker 【文题(必填)】Old‐Age Longevity and Mortality‐Contingent Claims 【年份(必填)】Journal of Political Economy Vol. 106, No. 3 (June 1998), pp. ...2012-4-12 10:40 - iamivor - 求助成功区

求外文文献Stochastic Convenience Yield and the Pricing of Oil Contingent Claims
4 个回复 - 358 次查看作者Gibson,R. and E.S.Schwartz 期刊Journal of Finance 年份19902019-4-8 19:59 - Q.Jia - 求助成功区

求助文献optimal replication of contingent claims under transaction costs
3 个回复 - 1354 次查看 2011-8-20 12:05 - lbing2010 - 文献求助专区

经典论文1篇 Term Structure Movements and Pricing Interest Rate Contingent Claims
3 个回复 - 1075 次查看【作者(必填)】Ho, Thomas So Yo and Sang-Bin Lee 【文题(必填)】Term structure movements and pricing interest rate contingent claims 【年份(必填)】1986 【全文链接或数据库名称(选填)】https://onl ...2018-6-11 17:12 - exuan1991 - 求助成功区

A contingent-claims valuation of convertible securities
3 个回复 - 2414 次查看【作者(必填)】Jonathan E. Ingersoll Jr. 【文题(必填)】A contingent-claims valuation of convertible securities 【年份(必填)】1977 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/sci ...2012-8-27 12:51 - living_stone - 求助成功区

Pricing Foreign Index Contingent Claims An Application to Nikkei Index Warrants
1 个回复 - 1040 次查看【作者(必填)】 Ajay R Dravid, Matthew Richardson, and Tong-sheng Sun 【文题(必填)】 Pricing Foreign Index Contingent Claims An Application to Nikkei Index Warrants【年份(必填)】 Fall 1993 【全文 ...2013-8-1 09:59 - shelf317 - 文献求助专区

ON PRICING CONTINGENT CLAIMS UNDER THE DOUBLE HESTON MODEL
3 个回复 - 800 次查看【作者(必填)】M. COSTABILE 【文题(必填)】ON PRICING CONTINGENT CLAIMS UNDER THE DOUBLE HESTON MODEL 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://www.worldscientific.com/doi/abs/10 ...2015-10-12 22:08 - hnu123 - 求助成功区

Prices of State-Contingent Claims Implicit in Option Prices
2 个回复 - 1316 次查看【作者(必填)】Douglas T. Breeden and Robert H. Litzenberger 【文题(必填)】 Prices of State-Contingent Claims Implicit in Option Prices 【年份(必填)】1978 【全文链接或数据库名称(选填)】The Jo ...2016-2-13 09:30 - Bumboo - 求助成功区

Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market
6 个回复 - 1518 次查看【作者(必填)】 Nicole El 【文题(必填)】 Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market 【年份(必填)】 1995 【全文链接或数据库名称(选填)】 http://dl.acm.org/cit ...2014-9-20 11:57 - forrest_zhukun - 求助成功区

A Survey of Contingent-Claims Approaches to Risky Debt Valuation
3 个回复 - 1390 次查看【作者(必填)】Bohn 【文题(必填)】A Survey of Contingent-Claims Approaches to Risky Debt Valuation 【年份(必填)】Journal of Risk Finance, The, Vol. 1 Iss: 3, pp.53 - 70 【全文链接或数据库名称(选 ...2014-4-3 10:56 - johnzi0128 - 求助成功区

【学习笔记】Contingent claims contract
1 个回复 - 647 次查看 Contingent claims contract2020-4-1 13:43 - 2021_1581992053 - Forum

求有关contingent claims analysis方法的程序
2 个回复 - 1555 次查看主要应用于风险度量。谢谢。2013-3-30 19:56 - daming3775 - MATLAB等数学软件专版

求著作一本：Contingent Claims and Changes in Market Sentiment
0 个回复 - 1119 次查看 RT，最近在撰写博士论文，需要参考Contingent Claims and Changes in Market Sentiment，在卓越和TB等苦寻无果，如有朋友见过这本书，还请帮个忙救救急。谢谢！2016-12-11 22:36 - chengzhifu2013 - 悬赏大厅

Pricing catastrophe swaps: A contingent claims approach
1 个回复 - 1034 次查看【作者(必填)】Alexander Braun 【文题(必填)】Pricing catastrophe swaps: A contingent claims approach 【年份(必填)】2011 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article ...2013-10-28 16:53 - sfy1990 - 求助成功区

Robust numerical methods for contingent claims under jump diffusion processes
3 个回复 - 1063 次查看【作者(必填)】 [*]Y. d'Halluin1,*, [*]P. A. Forsyth1,§ and [*]K. R. Vetzal2,¶ 【文题(必填)】 Robust numerical methods for contingent claims under jump diffusion processe 【年份(必填)】 ...2013-6-15 06:55 - johnzi0128 - 求助成功区

求prices for state contingent claims: some estimates and applications
0 个回复 - 897 次查看求prices for state contingent claims: some estimates and applications 是Benz 和 miler的谢谢各位大虾2012-5-19 07:12 - chenchengzhi22 - 悬赏大厅

Pricing Corporate Securities as Contingent Claims
0 个回复 - 992 次查看 About the Book ix 1 Introduction, Overview, and Assumptions 1 I BASIC CONCEPTS 19 2 The Contingent Value of Debt and Equity 21 3 Senior and Subordinated Debt 63 4 Institutional and Empirical Ch ...2011-10-14 22:40 - bukeyide111 - 金融学（理论版）

求助文献optimal replication of contingent claims under transaction costs
3 个回复 - 2128 次查看作者: Hodges, S.D., Nerburger,A. 期刊名,年份,卷(期),起止页码: Review of Futures Markets, 1989, 8, 222-2392011-8-21 14:19 - lbing2010 - 文献求助专区

请问谁有Optimal replication of contingent claims under transaction costs 文章
2 个回复 - 3057 次查看请问谁有Optimal replication of contingent claims under transaction costs 文章？如果有能否发到我邮箱一份，谢谢我的邮箱lyh1975@126.com2009-2-23 11:10 - shalou1 - 金融学（理论版）

on the pricing of contingent claims under constraints
1 个回复 - 1757 次查看 on the pricing of contingent claims under constraints2009-12-27 23:09 - zengyan1984 - 论文版

跪求文献：Contingent claims evaluation for mean reverting cash flows in shipping
1 个回复 - 2287 次查看跪求文献：Contingent claims evaluation for mean reverting cash flows in shipping，作者：Bjecrsund, Petter ＆ Steinar Ekern（1995）我在google搜到的是这本书（Real options in capital investment: models ...2010-6-14 20:00 - sunbao2009 - 文献求助专区

Portfolio choice and mortality-contingent claims The general HARA case
0 个回复 - 1670 次查看 Portfolio choice and mortality-contingent claims The general HARA case2010-1-7 23:52 - zengyan1984 - 论文版

Hedging American contingent claims with constrained portfolios
0 个回复 - 1191 次查看 Hedging American contingent claims with constrained portfolios2009-12-27 23:06 - zengyan1984 - 论文版

求论文:Contingent claims valuation when the security price is a combination of an I
1 个回复 - 2602 次查看最近需要看看这论文，哪位老兄有阿？多谢阿！2007-4-2 08:55 - fanso - 求助成功区

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