结果:找到“exotic option pricing”相关内容18个,排序为按回复时间降序,搜索更多相关帖子请点击“高级”
量化金融与金融数学学习资料(全英文)
4 个回复 - 2083 次查看
trading stratygy
New folder
Gatheral's Notes
asset
pricing
统计套利_12724677.pdf
【Wilmott】Paul Wilmott On Quantitative Finance.pdf
!static hedge arbitrary payo ...
2022-4-30 12:05 - wz151400 - 现金交易版
Exotic Option Pricing and Advanced Levy Models
14 个回复 - 7456 次查看
Since around the turn of the millennium there has been a general acceptance that one of the more practical improvements one may make in the light of the shortfalls of the classical Black-Scholes model ...
2015-5-26 04:59 - lasgpope - 量化投资
Pricing exotic power options
3 个回复 - 1025 次查看
Pricing Exotic Power Options
Peder Hansen
Jun 2014
Abstract
A two folded thesis concerning the
pricing of an
exotic option with Nord Pool spot price as underlying, namely an Asian opti ...
2017-8-21 13:47 - martinnyj - 金融学(理论版)