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求文献 Jump-Diffusion Calibration Using Differential Evolution
2 个回复 - 938 次查看 【作者(必填)】David Ardia, Juan David, Ospina Arango, Norman Diego Giraldo Gómez 【文题(必填)】Jump-Diffusion Calibration Using Differential Evolution 【年份(必填)】2011 【全文链接或数据库名 ...2013-5-20 19:48 - weilinhy - 求助成功区
2 个回复 - 938 次查看 【作者(必填)】David Ardia, Juan David, Ospina Arango, Norman Diego Giraldo Gómez 【文题(必填)】Jump-Diffusion Calibration Using Differential Evolution 【年份(必填)】2011 【全文链接或数据库名 ...2013-5-20 19:48 - weilinhy - 求助成功区
Fast exponential time integration scheme for option pricing with jumps
2 个回复 - 1157 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
2 个回复 - 1157 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
Do affine jump-diffusion models require global calibration ?
1 个回复 - 681 次查看 【作者(必填)】Seungho Yang & Jaewook Lee 【文题(必填)】Do affine jump-diffusion models require global calibration? Empirical studies from option markets 【年份(必填)】Quantitative Finance Volu ...2014-3-28 23:52 - nkky2011 - 求助成功区
1 个回复 - 681 次查看 【作者(必填)】Seungho Yang & Jaewook Lee 【文题(必填)】Do affine jump-diffusion models require global calibration? Empirical studies from option markets 【年份(必填)】Quantitative Finance Volu ...2014-3-28 23:52 - nkky2011 - 求助成功区
Stochastic Integration with Jumps
0 个回复 - 1148 次查看 Stochastic Integration with Jumps (Encyclopedia of Mathematics and its Applications) by Klaus Bichteler Publisher: Cambridge University Press; 1 edition (May 13, 2002) | ISBN: 0521811295 | Pages: 51 ...2012-4-29 18:27 - eurwalt - 金融工程（数量金融）与金融衍生品
0 个回复 - 1148 次查看 Stochastic Integration with Jumps (Encyclopedia of Mathematics and its Applications) by Klaus Bichteler Publisher: Cambridge University Press; 1 edition (May 13, 2002) | ISBN: 0521811295 | Pages: 51 ...2012-4-29 18:27 - eurwalt - 金融工程（数量金融）与金融衍生品
A Jump-Diffusion Model with Stochastic Volatility and Durations
0 个回复 - 228 次查看 2004-12-1 00:20 - 非系统风险628 - Forum
0 个回复 - 228 次查看 2004-12-1 00:20 - 非系统风险628 - Forum
