Jump diffusion model - Dissertation

About 76 item dissertation in line with Jump diffusion model query results,the following is 1 to 50(Search took 0.051 seconds)

Generalization and Application of European Barrier Options in Jump-Diffusion Model,HuangZhiFei/Southwestern University of Finance and Economics,0/28
The Study of Foreign Exchange Option Pricing Issue,LuXiuLing/Yanshan University,0/4
DC type enterprise annuity optimal investment research based on jump diffusion model,LiYuanShuai/Nanjing University of Technology and Engineering,0/4
Maximum Likelihood Estimation and Empirical Assessment of the Gamma Jump-diffusion Process,ZhuSiZuo/Central China Normal University,0/1
The Review Analysis about Pricing Binary and Lookback Options,YeWei/Nanjing Normal University,0/3
The Research of Exponential Jump Diffusion Credit Risk Model,WangCongLi/Nanjing University of Aeronautics and Astronautics,0/21
The optimal portfolio with debt under partial information,ZhouYue/Central South University,0/21
Pricing American Options under Jump-dif Fusion Models,WangHaiQing/Shandong University,0/78
A Jump Diffusion Model Research on the Risk and Return of REITs,LiQuanJun/Shandong University,0/65
Applications of Martingale and Stochastic Control Theory in Portfolio Selection and Option Pricing,MiHui/University of Science and Technology of China,0/486
Critical Analysis of American Option in Jump-Diffusion Model,WangZhiHuan/Huaqiao University,0/118
The Application of the Double Exponential Jump-diffusion Model in China’ Stock and Index Market,GeLeLe/Central China Normal University,0/64
The Research of Commodity Futures Pricing in China Jump-diffusion Model,HeXiaoYan/North China University of,0/64
Study on Jump-Diffusion Model for China’s Financial Market,WangRenJie/Shandong University,0/48
Under stock trading strategies and research framework jump diffusion binomial model,WangQing/Yangzhou University,0/24
Summarize a Few of Option Pricing Models,LiuZuo/Shandong University,0/643
A New Parameter Estimation Method and Application of Jump-Diffusion Model,LiuXiaoLi/North China University of,0/33
Jump diffusion model of the geometric average Asian option two fork tree method of the single state,WangXiaoJing/Yangzhou University,0/19
Studies on the Pricing of Corporation Bonds and Credit Derivatives with Counterparty Risk,HuXinHua/Shanghai Jiaotong University,7/1163
Warrants Pricing Models and Its Application in China Warrants Pricing,HouYingChun/University of Foreign Trade and Economic,11/1877
Bayes Analysis of Continuous-Time Assets Return Models,HuSuHua/Tianjin University,2/693
Option Pricing and Optimal Investment-consumption in a Double Exponential Jump-diffusion Model with Market Structure Risks,DengGuoHe/Hunan Normal University,10/560
Optimal Dividend Problems and Ruin Problems on Two Types of Companies,LiLiLi/Dalian University of Technology,1/283
Option Pricing: Model Calibration, Approximate Solution, and Numerical Computation,XuHuiFang/Fudan University,2/503
Study on the Correlativity and Volatility of Chinese Copper Futures Market,HuYuZuo/Central South University,0/291
A Study on Warrant Pricing in Chinese Security Market,DaiJun/Huazhong University of Science and Technology,2/277
Nonparametric Estimation for Recurrent Jump-Diffusion Models,Muhammad Hanif/Zhejiang University,0/19
Pricing Financial Derivatives Based on FBM Model,HuangWenLi/Zhejiang University,1/700
Pricing and Optimal Reset Policy of Reset Option in Jump-Diffusion Models,YuChunHua/Hefei University of Technology,1/84
Convergence of the Binomial Tree Method in Option Pricing Models,ZuoXin/Jilin University,0/204
Modification of Black-Scholes Option Pricing Model,WangYang/Harbin Engineering University,1/460
The Appliance of Option Theory in the Management of Agriculture’s Risk,YangBaoTing/Huazhong University of Science and Technology,0/172
Pricing Barrier Option under Jump-Diffusion Model,LiuWeiQuan/Jinan University,1/234
Pricing the European Reset Option in Jump Diffussion Model,ZouYi/Guangxi Normal University,0/125
Pricing Quanto Options, Quanto Reset and Quanto Extremum Options in a Jump-difussion Model,MaZuoHong/Guangxi Normal University,2/80
Some Exotic Options Pricing in Jump-Diffusion Models,WuZuoDong/Hunan Normal University,3/245
A class of nonlocal integral term with a fully nonlinear elliptic equations Comparison Principle for Viscosity Solutions,ChenZuo/Zhejiang University,0/61
Currency Option Pricing under Jump-diffusion Model,LiSuLi/Central China Normal University,0/198
Properties of Option Prices in Jump-diffusion Model,DongYanHui/Nanjing Normal University,0/97
The Pricing of Cross-currency Options,ShaoMeiQin/East China Normal University,0/131
Pricing Options under Jump-diffusion Models,LiHong/Hunan Normal University,1/265
Foreign Currency Option Pricing under Jump Diffusion Processes,XianJiaLing/Yunnan Normal University,0/204
Option Pricing Method & Application Driven by Asymmetric Jump Diffusion Process,LiChangLin/Dalian University of Technology,3/336
Bayesian Analysis of Asymmetric Double Exponential Jump-Diffusion Model,RenFeng/Tianjin University,0/117
The Pricing of Game Option in the Case of Some Random Jump-Diffusion Model,ZhangXinLin/Jilin University,1/91
Research of House Price Based on Jump Diffusion Model,XieJingBin/Zhejiang University,0/164
Optimal investment strategy based on jump - diffusion model,Zhao/Nanjing University of Technology and Engineering,0/52
Double exponential jump diffusion process optimal stopping problem research,WanZhongLin/Central South University,0/67
Study on the Pricing Model of Convertible Bonds Based on Jump Diffusion Model,LiuChaoXia/Zhejiang Technology and Business University,0/120
Research of Pricing Options Embedded in Deposits and Loans Using Monte Carlo Simulation,GeXiaoFei/Zhejiang University of Finance,0/277