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求researchgate文章The Pricing of Asian Options on Average Spot with Average Stri
1 个回复 - 539 次查看【作者(必填)】Martin Krekel 【文题(必填)】The Pricing of Asian Options on Average Spot with Average Strike 【年份(必填)】October 2003SSRN Electronic JournalDOI:10.2139/ssrn.944329 【全文链接或数 ...2021-4-22 09:59 - sunny1006 - 文献求助专区

Determining adoption pattern with pricing using two-dimensional innovation
2 个回复 - 390 次查看【作者(必填)】P.K. Kapur 【文题(必填)】Determining adoption pattern with pricing using two-dimensional innovation diffusion model 【年份(必填)】2010 【全文链接或数据库名称(选填)】2020-9-16 21:12 - sailing3200 - 求助成功区

Bond and option pricing for interest rate model with clustering effects
2 个回复 - 626 次查看【作者(必填)】【文题(必填)】 Bond and option pricing for interest rate model with clustering effects 【年份(必填)】 2017 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/abs/10.10 ...2020-6-4 20:16 - ssylzz - 求助成功区

Option Pricing via QUAD: From Plain Vanilla to Heston with Jumps
1 个回复 - 784 次查看【作者(必填)】Su, H., Chen, D. and Newton, D. P. 【文题(必填)】 Option Pricing via QUAD: From Plain Vanilla to Heston with Jumps 【年份(必填)】(2017) 【全文链接或数据库名称(选填)】 Su, H., C ...2020-1-13 10:08 - solow1 - 文献求助专区

Pricing discrete double barrier options with a numerical method
2 个回复 - 491 次查看【作者(必填)】Pierre Rostan,Alexandra Rostan,François-éric Racicot 【文题(必填)】Pricing discrete double barrier options with a numerical method 【年份(必填)】Journal of Asset Management, ...2019-12-22 13:59 - phdcs_2008 - 求助成功区

Asian Option Pricing With R, Indian Financial Market Data for R
2 个回复 - 1104 次查看分享一些R语言资料给大家。2019-8-1 16:50 - konkuk2010 - 灌水吧

求助Pricing Eurodollar Futures Options with the Heath—Jarrow—Morton Model
1 个回复 - 400 次查看【作者(必填)】Nusret Cakici[/backcolor] Jintao Zhu[/backcolor] 【文题(必填)】Pricing Eurodollar Futures Options with the Heath—Jarrow—Morton Model 【年份(必填)】2001 【全文链接或数据库 ...2019-5-15 13:54 - cooper56 - 求助成功区

Joint order and pricing decisions for fresh produce with put option contracts
1 个回复 - 471 次查看【作者(必填)】Chong WangXu Chen 【文题(必填)】Joint order and pricing decisions for fresh produce with put option contracts 【年份(必填)】2018 【全文链接或数据库名称(选填)】2018-5-23 10:24 - hzquan1992 - 文献求助专区

Pricing double barrier options under a volatility regime-switching model with ps
1 个回复 - 805 次查看【作者(必填)】Shiyu SongEmail author[/backcolor]Yongjin Wang 【文题(必填)】Pricing double barrier options under a volatility regime-switching model with psychological barriers 【年份(必填)】Review ...2017-12-10 15:19 - ssylzz - 求助成功区

Crack spread option pricing with copulas
3 个回复 - 822 次查看【作者(必填)】 [*]Hemantha S. B. HerathEmail author[/backcolor] [*]Pranesh Kumar [*]Amin H. Amershi 【文题(必填)】 Crack spread option pricing with copulas【年份(必填)】 2013 【全文链接或数据 ...2017-8-27 19:52 - internet.hzx - 求助成功区

Option Pricing with the Realized GARCH Model: An Analytical Approximation Approa
1 个回复 - 563 次查看【作者(必填)】 [*]Zhuo Huang, [*] [*] [*]Tianyi Wang, [*] [*] [*] [*]Peter Reinhard Ha 【文题(必填)】Option Pricing with the Realized GARCH Model: An Analytical Approxim ...2017-10-20 09:23 - hnhs100 - 求助成功区

Option pricing under GARCH models with Hansen's skewed-
2 个回复 - 952 次查看【作者(必填)】 someone 【文题(必填)】 Option pricing under GARCH models with Hansen's skewed-t distributed innovations【年份(必填)】 2015 【全文链接或数据库名称(选填)】http://www.sciencedirect.co ...2017-4-14 00:22 - internet.hzx - 求助成功区

国外论文：A Path Integral Approach to Option Pricing with Stochastic VolatilitySome E
2 个回复 - 2280 次查看比一般的教材更详细的数值计算。A Path Integral Approach to Option Pricing with Stochastic VolatilitySome Exact Results2007-4-28 11:44 - miumiu001982 - 金融学（理论版）

Option Pricing and Estimation of Financial Models with R书的源代码
1 个回复 - 1291 次查看 2017-3-16 11:16 - 伟峰大帝 - 量化投资

Pricing vulnerable European options with stochastic correlation
1 个回复 - 680 次查看【作者(必填)】Xingchun Wang 【文题(必填)】Pricing vulnerable European options with stochastic correlation 【年份(必填)】2017 【全文链接或数据库名称(选填)】https://doi.org/10.1017/S0269964816 ...2017-2-17 11:21 - lipj - 求助成功区

Discrete-time option pricing with stochastic liquidity
0 个回复 - 1163 次查看《Discrete-time option pricing with stochastic liquidity》此篇论文发表在2017年Journal of Banking & Finance上。作者使用多维二叉树期权定价模型来预测S＆P500买入卖出期权价格。简介 Classical opt ...2017-1-31 03:28 - DuShu16 - 金融学（理论版）

Pricing Vulnerable European Options with Stochastic Correlation
3 个回复 - 623 次查看【作者(必填)】Xingchun Wang 【文题(必填)】Pricing Vulnerable European Options with Stochastic Correlation 【年份(必填)】2017 【全文链接或数据库名称(选填)】https://doi.org/10.1017/S0269964816 ...2017-1-19 11:33 - lipj - 求助成功区

求Option pricing for processes driven by mixed fractional Brownian motion with s
3 个回复 - 804 次查看【作者(必填)】BLSP Rao 【文题(必填)】Option pricing for processes driven by mixed fractional Brownian motion with superimposed jumps 【年份(必填)】2015 【全文链接或数据库名称(选填)】 Probabi ...2016-12-4 19:15 - weilinhy - 求助成功区

Option Pricing for a Jump-Diffusion Model with General Discrete Jump-Size Distri
6 个回复 - 1389 次查看【作者(必填)】 MC Fu, B Li, G Li, R Wu 【文题(必填)】 Option Pricing for a Jump-Diffusion Model with General Discrete Jump-Size Distributions【年份(必填)】 2016 【全文链接或数据库名称(选填)】http ...2016-11-12 21:56 - 糖铺老木村 - 求助成功区

Pricing black-scholes options with correlated credit risk and jump risk
5 个回复 - 956 次查看【作者(必填)】Weidong Xu, Weijun Xu & Weilin Xiao 【文题(必填)】Pricing black-scholes options with correlated credit risk and jump risk 【年份(必填)】2015 【全文链接或数据库名称(选填)】http:/ ...2015-6-1 13:41 - lipj - 求助成功区

Option Pricing and Estimation of Financial Models with R
6 个回复 - 2269 次查看 Option Pricing and Estimation of Financial Models with R -Stefano M. Iacus2016-9-1 12:30 - jinshansi - R语言论坛

Option Pricing and Estimation of Financial Models with R
1 个回复 - 1015 次查看 Option Pricing and Estimation of Financial Models with R2016-9-1 11:16 - jinshansi - R语言论坛

Pricing black-scholes options with correlated credit risk and jump risk
9 个回复 - 1117 次查看【作者(必填)】 Weidong Xu, Weijun Xu & Weilin Xiao 【文题(必填)】 Pricing black-scholes options with correlated credit risk and jump risk 【年份(必填)】 2015 【全文链接或数据库名称(选填)】 http ...2016-5-14 14:40 - feiyufans - 求助成功区

Pricing vulnerable options with correlated jump-diffusion processes
2 个回复 - 664 次查看【作者(必填)】Huawei Niu & Dingcheng Wang 【文题(必填)】Pricing Vulnerable Options With Correlated Jump-Diffusion Processes Depending On Various States Of The Economy 【年份(必填)】2016 【全 ...2016-4-12 09:18 - lipj - 求助成功区

Pricing Black–Scholes options with correlated interest rate risk and credit ris
2 个回复 - 823 次查看【作者(必填)】Szu-Lang Liaoab* & Hsing-Hua Huangb 【文题(必填)】Pricing Black–Scholes options with correlated interest rate risk and credit risk: an extension 【年份(必填)】2005 【全文链接或数据 ...2016-1-31 12:15 - ssylzz - 求助成功区

求助“Pricing options with curved boundaries”
2 个回复 - 755 次查看【作者(必填)】 Kunitomo, N., and Ikeda, M. 【文题(必填)】 Pricing options with curved boundaries 【年份(必填)】 1992 【全文链接或数据库名称(选填)】 http://onlinelibrary.wiley.com/doi/10.11 ...2015-10-24 23:14 - yjhanywhere - 求助成功区

发本 R 的新书：Option Pricing and Estimation of Financial Models with R
71 个回复 - 16087 次查看 Option Pricing and Estimation of Financial Models with R Stefano M. Iacus ISBN: 978-0-470-74584-7 Hardcover 472 pages May 2011 Description: Presents inference and simulation of stochasti ...2011-4-15 19:36 - hedgehogpig - R语言论坛

Pricing Vulnerable Options with Correlated Credit Risk Under Jump-Diffusion
3 个回复 - 982 次查看【作者(必填)】Lihui Tian, Guanying Wang, Xingchun Wang and Yongjin Wang 【文题(必填)】Pricing Vulnerable Options with Correlated Credit Risk Under Jump-Diffusion Processes 【年份(必填)】2013 ...2015-6-2 12:28 - lipj - 求助成功区

The Pricing Of Vulnerable Options With Double Mellin Transforms
2 个回复 - 581 次查看【作者(必填)】Ji-Hun Yoon Jeong-Hoon Kim 【文题(必填)】The Pricing Of Vulnerable Options With Double Mellin Transforms 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://www.sciencedir ...2015-6-2 08:50 - lipj - 求助成功区

Pricing Discrete Double Barrier Options With A Numerical Method
3 个回复 - 891 次查看【作者(必填)】Pierre Rostan, Alexandra Rostan and François-Éric Racicot 【文题(必填)】Pricing Discrete Double Barrier Options With A Numerical Method 【年份(必填)】2015 【全文链 ...2015-5-25 20:57 - lipj - 求助成功区

Crack spread option pricing with copulas
2 个回复 - 820 次查看【作者(必填)】Hemantha S. B. Herath, Pranesh Kumar, Amin H. Amershi 【文题(必填)】Crack spread option pricing with copulas 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://link.springe ...2015-3-2 15:02 - lipj - 求助成功区

Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and I
1 个回复 - 738 次查看【作者(必填)】【文题(必填)】Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods 【年份(必填)】 Volume 7, Is ...2015-2-8 00:53 - ssylzz - 求助成功区

Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and I
1 个回复 - 717 次查看【作者(必填)】【文题(必填)】Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods 【年份(必填)】Mathematical F ...2015-1-14 11:29 - ssylzz - 求助成功区

Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility
3 个回复 - 1089 次查看【作者(必填)】Louis O. Scott 【文题(必填)】Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods 【年份(必填)】 ...2015-1-11 19:26 - lipj - 求助成功区

正式版Pricing Path-Dependent Options with Jump Risk via Laplace Transforms
1 个回复 - 1020 次查看【作者(必填)】【文题(必填)】Pricing Path-Dependent Options with Jump Risk via Laplace Transforms 【年份(必填)】【全文链接或数据库名称(选填)】https://www.jstage.jst.go.jp/article/ker/74/1/74_1 ...2015-1-6 01:37 - ssylzz - 求助成功区

献上R语言金融工程应用大作Option Pricing and Estimation of Financial Models with
8 个回复 - 2935 次查看 Presents inference and simulation of stochastic process in the field of model calibration for financial times series modelled by continuous time processes and numer ...2014-9-7 10:01 - mcymcy - 计量经济学与统计软件

[with CD]The Complete Guide to Option Pricing Formulas by Haug
1 个回复 - 3609 次查看很全的期权定价公式，非常实用，附有完整的vba代码 Long-established as a definitive resource by Wall Street professionals, The Complete Guide to Option Pricing Formulas has been revised and updated ...2014-5-16 09:14 - cerciwonnow - 金融工程（数量金融）与金融衍生品

Pricing barrier stock options with discrete dividends by approximating analytica
1 个回复 - 976 次查看【作者(必填)】【文题(必填)】Pricing barrier stock options with discrete dividends by approximating analytical formulae 【年份(必填)】Volume 14, Issue 8, 2014 【全文链接或数据库名称(选填)】http:/ ...2014-10-13 09:59 - ssylzz - 求助成功区

Pricing Taiwan option market with GARCH and stochastic volatility
1 个回复 - 1113 次查看【作者(必填)】Hung-Hsi Huanga, Ching-Ping Wangb* & Shiau-Hung Chenc 【文题(必填)】Pricing Taiwan option market with GARCH and stochastic volatility 【年份(必填)】2011 【全文链接或数据库名称( ...2014-7-4 16:36 - lipj - 求助成功区

Pricing currency options with support vector regression and stochastic volatilit
1 个回复 - 1079 次查看【作者(必填)】Ping Wang 【文题(必填)】Pricing currency options with support vector regression and stochastic volatility model with jumps 【年份(必填)】2011 【全文链接或数据库名称(选填)】http: ...2014-7-4 16:44 - lipj - 求助成功区

Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility
2 个回复 - 1149 次查看【作者(必填)】Louis O. Scott 【文题(必填)】Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods 【年份(必填)】 ...2014-7-1 23:50 - lipj - 求助成功区

Fast exponential time integration scheme for option pricing with jumps
2 个回复 - 1169 次查看【作者(必填)】Spike T. Lee, Xin Liu and Hai-Wei Sun* 【文题(必填)】Fast exponential time integration scheme for option pricing with jumps 【年份(必填)】2010 【全文链接或数据库名称(选填)】http ...2014-6-30 10:43 - lipj - 求助成功区

Stefano M. Iacus Option Pricing and Estimation of Financial Models with R 2011
2 个回复 - 2438 次查看有兴趣的同学下载看看2014-5-17 22:27 - nieqiang110 - R语言论坛

求文献Efficient pricing of barrier options with the variance-gamma model
3 个回复 - 1885 次查看如题，求篇文献Efficient pricing of barrier options with the variance-gamma model 作者：Athanassios N. Avramidis Abstract： We develop an efficient Monte Carlo algorithm for pricing barrier options ...2014-5-15 02:49 - sushuiasushui - 金融工程（数量金融）与金融衍生品

Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility
1 个回复 - 504 次查看【作者(必填)】 [*]Louis O. Scott 【文题(必填)】Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods 【年份( ...2014-2-20 15:53 - hnhs100 - 求助成功区

PRICING CHAINED OPTIONS WITH CURVED BARRIERS
0 个回复 - 1050 次查看 Mathematical Finance, Vol. 23, No. 4 (October 2013), 763–7762013-11-4 05:07 - 陈肃1990 - 金融工程（数量金融）与金融衍生品

Pricing foreign currency options with stochastic volatility
1 个回复 - 675 次查看【作者(必填)】Angelo Melino, Stuart M. Turnbull 【文题(必填)】Pricing foreign currency options with stochastic volatility 【年份(必填)】Journal of Econometrics Volume 45, Issues 1–2, July–Aug ...2013-9-17 15:04 - ssylzz - 求助成功区

The Pricing of Options with Default Risk
1 个回复 - 674 次查看【作者(必填)】 [*]HERB JOHNSON†, [*]RENÉ STULZ† 【文题(必填)】The Pricing of Options with Default Risk 【年份(必填)】The Journal of FinanceVolume 42, Issue 2, pages 267–2 ...2013-9-13 15:28 - ssylzz - 求助成功区

A GARCH Option Pricing Model with Filtered Historical Simulation
1 个回复 - 1010 次查看【作者(必填)】 [*]Giovanni Barone-Adesi Swiss Finance Institute at the University of LuganoStern School of Business, New York University[*]Swiss Banking Institute, University of Zurich [*]Rob ...2013-6-9 09:48 - hnhs100 - 求助成功区

[求助成功]Pricing foreign currency options with stochastic volatility
1 个回复 - 1243 次查看【作者(必填)】 Angelo Melino, Stuart M. Turnbull 【文题(必填)】 Pricing foreign currency options with stochastic volatility 【年份(必填)】 1990 【全文链接或数据库名称(选填)】 http://dx.doi ...2013-4-16 15:17 - NoHL - 求助成功区

Pricing foreign currency options with stochastic volatility
2 个回复 - 701 次查看【作者(必填)】 [*]Angelo Melino, [*]Stuart M. Turnbull 【文题(必填)】 Pricing foreign currency options with stochastic volatility 【年份(必填)】 1990 【全文链接或数据库名称(选填)】http://w ...2013-3-23 06:57 - pan1111111 - 求助成功区

Realizing smiles: Options pricing with realized volatility
2 个回复 - 908 次查看【作者(必填)】 [*]Fulvio Corsia, , [*]Nicola Fusarib, , , [*]Davide La Vecchiac, 【文题(必填)】Realizing smiles: Options pricing with realized volatility 【年份(必填)】2013 【全文链接或 ...2013-3-3 08:56 - hnhs100 - 求助成功区

Estimating and testing non-affine option pricing models with a large unbalanced
1 个回复 - 924 次查看【作者(必填)】 [*]Fabrizio Ferriani, [*]Sergio Pastorello 【文题(必填)】Estimating and testing non-affine option pricing models with a large unbalanced panel of options 【年份(必填)】2012 ...2013-3-1 16:49 - hnhs100 - 求助成功区

qiu PRICING MULTI-ASSET OPTIONS WITH SPARSE GRIDS
1 个回复 - 775 次查看【作者(必填)】Leentvaar, C.C.W【文题(必填)】 PRICING MULTI-ASSET OPTIONS WITH SPARSE GRIDS【年份(必填)】 2008 【全文链接或数据库名称(选填)】http://www.narcis.nl/publication/RecordID/oai:tudelft.nl: ...2013-2-22 13:09 - 凸集分离定理 - 求助成功区

Pricing European option with transaction costs under the fractional long memory
2 个回复 - 1260 次查看【作者(必填)】 Xiao-Tian Wanga,Min Wua, Ze-Min Zhoub, Wei-Shu Jing 【文题(必填)】 Pricing European option with transaction costs under the fractional long memory stochastic volatility model 【年份 ...2012-9-27 10:57 - 无诺 - 求助成功区

The pricing of options with stochastic dividend yield
5 个回复 - 897 次查看【作者(必填)】Geske, R. 【文题(必填)】The pricing of options with stochastic dividend yield 【年份(必填)】1978 【全文链接或数据库名称(选填)】The Journal of Finance 33, 617-625.2012-6-27 21:53 - living_stone - 求助成功区

[分享]OPTION PRICING MODELS WITH JUMPS INTEGRO-DIFFERENTIAL EQUATIONS AND INVERSE
2 个回复 - 2112 次查看 [此贴子已经被作者于2007-3-7 18:30:11编辑过]2007-2-27 08:42 - mxgu - 计量经济学与统计软件

Option pricing with stochastic volatility models
2 个回复 - 1600 次查看 Option pricing with stochastic volatility models by Yoon, Jungyeon, Ph.D., The University of North Carolina at Chapel Hill, 2008, 87 pages; AAT 3315713 希望能帮我下载，可以设置五个论坛币，我会购买！ ...2011-4-1 01:01 - sqq19860225 - 文献求助专区

Introduction to Pricing Option with Fourier Transform
0 个回复 - 1599 次查看最近写的东西用到了这本书，集中了一些关于傅立叶转换应用的论文。2010-6-22 01:45 - xxls82 - 金融学（理论版）

option pricing and hedging with both fixed and proportional transaction costs
2 个回复 - 1494 次查看 option pricing and hedging with both fixed and proportional transaction costs2010-3-4 14:49 - fflgz - 金融工程（数量金融）与金融衍生品

European option pricing with transactions costs
0 个回复 - 1197 次查看 European option pricing with transactions costs2010-3-4 14:50 - fflgz - 金融工程（数量金融）与金融衍生品

[下载]Option Pricing Models with Excel-VBA
2 个回复 - 1716 次查看 2009-4-17 17:36 - 081015042 - 计量经济学与统计软件

Multivariate Option Pricing with Time Varying Volatility and Correlations-具...
0 个回复 - 229 次查看 2004-10-29 14:41 - 期望效应224 - Forum

Multivariate Option Pricing with Time Varying Volatility and Correlations
0 个回复 - 314 次查看 2004-10-28 07:23 - 民事诉讼法学397 - Forum

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