About 49 item dissertation in line with Martingale method query results,the following is 1 to 50(Search took 0.061 seconds)

  1. A Research on the Contract Designing and Pricing of Index Options Based on CSI300Index,WangYiTian/Xinjiang University of Finance and Economics,0/18
  2. Optimal Consumption and Portfolio Problem with Regimes Switching under Knightian Uncertainty,YuMinXiu/Anhui University of Engineering,0/6
  3. Applications of the Martingale and Empirical Process Methods in Statistics,ZhaoYueXu/Zhejiang University,0/3
  4. The Optimal Investment Strategy for Defaultable Bond: A Reduced form Approach,BianShiBo/Shanghai Jiaotong University,0/383
  5. Research of Theory and Methodology on Continuous-time Portfolio Optimization,ChangHao/Tianjin University,1/492
  6. Research on Valuation of Foreign Exchange Structured Financial Product Driven by Lévy Process,SongRong/Shanghai Jiaotong University,0/24
  7. The Pricing of Foreign Equity Options under Multi-Jump-Diffusion Models,ZhangZhiLiang/Hebei Normal,0/18
  8. Esscher Transform and Option Pricing,XiangZuo/Hunan Normal University,0/30
  9. The Study on Discrete Time the Dual Insurance Risk Model,ZhaoRongHua/,0/17
  10. Research on Several Dual Models,ZhangYanZuo/,0/14
  11. Martingale Analysis and Ruin Probability for Two Kinds of Generalized Poisson Risk Model,WangZuo/Harbin University of Science and Technology,0/20
  12. Limit Theorems on Stochastic Differential Equations with Jumps and Applications in Finance,NiuLiQun/Beijing Normal University,1/547
  13. Application of Martingale in Risk Model,LiJunHai/Central South University,4/527
  14. Reasearch on Asset Allocation Strategy under Return Guarantee,WangYiQi/Shanghai Jiaotong University,0/197
  15. Continuous-time hybrid collect the premium risk model,LiuDongYuan/Central South University,0/33
  16. Application & Studies on the Option Pricing under the Stock Price Processes are Jump and Diffusion Process,ZhaoBaoKui/Northwest University of Science and Technology,0/231
  17. Research on Quanto Lookback Option Valuation by Lévy Process,GuXiaoDong/Shanghai Jiaotong University,0/71
  18. Research on Barrier Option Valuation Driven by Levy Process,ZhangLin/Shanghai Jiaotong University,1/155
  19. Types of bankruptcy problem with interest rate risk model,HeLiNa/Central South University,4/101
  20. Pricing the European Reset Option in Jump Diffussion Model,ZouYi/Guangxi Normal University,0/125
  21. Pricing Quanto Options, Quanto Reset and Quanto Extremum Options in a Jump-difussion Model,MaZuoHong/Guangxi Normal University,2/80
  22. Some Exotic Options Pricing in Jump-Diffusion Models,WuZuoDong/Hunan Normal University,3/245
  23. The Optimal Investment in Security Market with Jumps for Insurer,WangWeiJuan/Shandong University,0/87
  24. The Application of Martingale Method in Risk Model,HanLi/Harbin University of Science and Technology,1/307
  25. Pricing of Several European Options under Stochastic Interest Rates,WangJianJun/Xiangtan University,0/272
  26. Option Pricing Model When Stock Pricing Process is a Jump-Diffusion Process,YangYunFeng/Shaanxi Normal University,1/324
  27. Pricing European Contigent Claims under Stochastic Life,WangLingZhi/Lanzhou University,1/68
  28. The Valuation of American Option and Martingale Method,WangLei/National University of Defense Science and Technology,5/387
  29. Option Pricing under Exponential Ornstein-Uhlenbeck Model,ChenZuoQiong/Hunan Normal University,2/162
  30. Jump - diffusion model Claims Pricing issues under study,SuJun/Northwestern Polytechnical University,1/175
  31. The Multiple Warrants Pricing Model Based on the Same Body and Their Comparison,WangXiaoQin/Chongqing University,0/75
  32. The Option Pricing in Jump-diffusion Model,DuXiaoLei/Huazhong University of Science and Technology,0/139
  33. Types of risks associated with the model,ChenXiuLi/Central South University,0/70
  34. Types of bankruptcy risk model problem,JiangYingHua/Central South University,0/54
  35. Three classical risk model to promote research,ZuoFuJun/Central South University,0/87
  36. Analysis of Convertible Bonds Price with Reset Clauses,ZhuoZuoRu/East China Normal University,0/76
  37. Forward Martingale Measure Approach by Levy Process,DuFengJiao/Shanghai Jiaotong University,1/135
  38. The Research on the Ruin Probability with Two Types of Reinsurance Risk Models,WangBian/Henan Polytechnic University,0/76
  39. Martingale Method of Queuing Networks with Service Interruptions,FanYaYun/Chang'an University,0/20
  40. Random premium income categories risk model,XueLiJie/Central South University,0/18
  41. Continuous-Time Portfolio Selection Research in an Incomplete Market,CaiWei/Tianjin University,0/26
  42. European Option Pricing Based on Exponential O-U Model with Stochastic Interest Rate,XueYanJu/Harbin Engineering University,0/10
  43. The Pricing of Options with Several Stock Prices Models under Stochastic Interest Rates,MaPeng/Xiangtan University,0/81
  44. Some Bond Future Options Pricing under HJM Model,ZhaoWei/Xinjiang University,2/140
  45. A Study on Exotic Options Pricing with Change Exercise Price,LiDongJing/Xinjiang University,0/63
  46. Extremum Options Pricing in a Jump-diffusion Model,ShengGuanZuo/Guangxi Normal University,0/64
  47. The Risk Model in the Rate of Interest and Interest Force,WangHua/Wuhan University of Science and Technology,1/68
  48. Diffusion Approximation of G-networks in Heavy Traffic by Martingale Method,ZhangXiao/Chang'an University,0/6
  49. Ruin Problems for A Risk Model with Stochastic Return on Investment,WanCong/Hainan Normal University,,0/22

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