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求助文献 Asian options with jumps
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作者:C S Chou, H J Lin.
题目:
Asian options with jumps
期刊:Statistics & Probability Letters,
卷期: 2006,76(18):1983-1993.
来源数据库:http://www.scien ...
2012-8-10 08:52 - 无诺 - 求助成功区
Asian Option Pricing Based on Genetic Algorithms
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摘要:The cross-fertilization between artificial intelligence and computational finance has resulted in some of the most active research areas in financial engineering. One direction is the applicatio ...
2018-1-5 20:20 - 论文库 - 人工智能论文版
Bounds for Asian basket options
1 个回复 - 918 次查看
【作者(必填)】Griselda Deelstra Ibrahima Diallo Michèle Vanmaele
【文题(必填)】Bounds for
Asian basket
options
【年份(必填)】2008
【全文链接或数据库名称(选填)】http://www.sciencedire ...
2012-1-31 18:49 - 迷途mitu - 求助成功区
【求助】有关Asian Option
13 个回复 - 3640 次查看
当我们用PDE来price discretely observed
Asian option 的时候,通过设置additional state variable A,A是arithmetic average of discretely observed price,这个时候floating strike
Asian option的2-d PDE 能够简 ...
2009-11-8 04:54 - lingyw04 - 金融工程(数量金融)与金融衍生品