结果:找到“Warrant pricing”相关内容12个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
Pricing and Warranty Level Decisions for New and Remanufactured
1 个回复 - 652 次查看 【作者(必填)】 Gan Shu San, I Nyoman Pujawan 【文题(必填)】 Pricing and Warranty Level Decisions for New and Remanufactured Short Life-Cycle Products【年份(必填)】 2017 【全文链接或数据库名称(选填 ...2017-10-31 13:42 - 下雨就打伞 - 求助成功区
求Pricing of Warrants with Stock Price Dependent Threshold Conditions
2 个回复 - 648 次查看 【作者(必填)】Olvik A, Kangro R. 【文题(必填)】Pricing of Warrants with Stock Price Dependent Threshold Conditions 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://www.tandfonline.com/ ...2016-12-6 18:39 - weilinhy - 求助成功区
Pricing Foreign Index Contingent Claims An Application to Nikkei Index Warrants
1 个回复 - 1004 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
Equity warrants pricing model under Fractional Brownian motion and an empirical
2 个回复 - 598 次查看 【作者(必填)】 Wei-Guo Zhang, Wei-Lin Xiao, Chun-Xiong He 【文题(必填)】 Equity warrants pricing model under Fractional Brownian motion and an empirical study 【年份(必填)】 2009 【全文链接或数据 ...2016-5-16 23:48 - feiyufans - 求助成功区
Pricing model for equity warrants in a mixed fractional Brownian environment
1 个回复 - 532 次查看 【作者(必填)】 Wei-Lin Xiao, Wei-Guo Zhang, Xili Zhang, Xiaoli Zhang 【文题(必填)】 Pricing model for equity warrants in a mixed fractional Brownian environment and its algorithm 【年份(必填)】 2 ...2016-5-16 23:24 - feiyufans - 求助成功区
求外文文献 Tests of Warrant Pricing Models The Trading Profits Perspective
3 个回复 - 886 次查看 【作者(必填)】Shmuel Hauser and Beni Lauterbach 【文题(必填)】Tests of Warrant Pricing Models The Trading Profits Perspective 【年份(必填)】1996 【全文链接或数据库名称(选填)】 The Journal of ...2013-3-13 19:49 - weilinhy - 求助成功区
EquitywarrantspricingmodelunderFractionalBrownianmotion and an empirical study
1 个回复 - 680 次查看 【作者(必填)】 Wei-Guo Zhanga, Wei-Lin Xiaoa, Chun-Xiong Heb 【文题(必填)】 EquitywarrantspricingmodelunderFractionalBrownianmotion[/backcolor] and an empirical study 【年份(必填)】 Volume 36, Is ...2012-10-2 14:01 - 无诺 - 求助成功区
Pricingmodel for equitywarrants in amixedfractionalBrownianenvironment
2 个回复 - 800 次查看 【作者(必填)】Wei-Lin Xiaoa[/backcolor], Wei-Guo Zhangb, Xili Zhang Xiaoli Zhangb 【文题(必填)】 Pricingmodel[/backcolor] for equitywarrants[/backcolor] in amixedfractionalBrownianenvironment[/bac ...2012-9-27 10:53 - 无诺 - 求助成功区
一篇期权定价方面的经典论文Rational Theory of Warrant Pricing
2 个回复 - 2435 次查看 【作者】P.A.Samuelson 【文题】Rational Theory of Warrant Pricing 【年份】Industrial Management Review,1965,6(2):13~32 【全文链接或数据库名称】2012-2-17 01:02 - chuanouyang - 文献求助专区
求文章 “ warrant pricing: a review of empirical research"
2 个回复 - 1098 次查看 求" Warrant Pricing: a review of empirical research" 文章, 谢谢2011-6-27 21:22 - jameschonlee - 求助成功区
Warrant Pricing: Jump-Diffusion vs. Black-Scholes
5 个回复 - 2050 次查看 Warrant Pricing: Jump-Diffusion vs. Black-Scholes[*]Article author querykremer jw [Google Scholar] [*]roenfeldt rl [Google Scholar] Joseph W. Kremer and Rodney L. Roenfeldt*Journal of Financial and Q ...2011-3-31 09:14 - sqq19860225 - 文献求助专区
lattice tree method in pricing warrant
0 个回复 - 1514 次查看 trinomial tree里有个lambda是自由变量,它怎么选取呢. 看到有地方说选sqrt(3),因为收敛速度快. 那我在做别的情况下的定价的时候如何选定lambda, 以及如何来衡量收敛速度 呢? 谢谢2010-6-27 22:21 - unusualwater - 金融工程(数量金融)与金融衍生品