Jump process - Dissertation

About 15 item dissertation in line with Jump process query results,the following is 1 to 50(Search took 0.03 seconds)

Empirical Analysis of Dynamic Portfolio Model Based on CRRA Utility Function,GaoQing/Dongbei University of Finance,0/6
Study of Pricing Life Insurance Risk Exotic Option,LiuChunYan/East China Normal University,0/47
A Study on the Volatility of Stock Markets in China Based on Beyesian Heavy-tailed Stochastic Volatility Models with Jumps,HuangChao/Hunan University,0/53
Study on the Value of the Company and the Optimal Capital Structure Driven Jointly by Brown Motion and Possion Process,ZhangChengBin/Jilin University,0/12
Several Risk Models in Finance and Insurance,NieGaoQin/Huazhong University of Science and Technology,3/837
Invariant Distribution and Convergence Rate,LinXiang/Central South University,2/115
The Research about Chinese Inter-bank Bond Market Short-term Interest Dynamic Behavior,LiZuo/Tianjin University,0/556
Portfolio of changes in transaction rates and no-arbitrage pricing,YangChunFang/Nanjing University of Technology and Engineering,0/179
The Affine Stochastic Volatility Interest Rate Model with Jump Process and Its Application,ZuoRuiZeng/Hunan University,2/216
Option Pricing Model Whose Underlying Stock Pricing Process Is Mixed Process And Its Numerical Computation,WuZhiGang/Chongqing University,2/212
Valuation Study of Real Options Embedded in Project Investment,ZhangXiaoLi/Chongqing University,2/258
IT Project Investment Decision-making Based on Real Options,YuWei/Southwest Jiaotong University,2/201
Optimization Problem for Multinational Assets in a General Jump Model,GongLiLi/Shanghai Jiaotong University,0/44
Based on the process of fractional Brownian motion and jump equity warrants pricing model,DuWenGe/Huazhong University of Science and Technology,0/21
The Study of Volatility and Jump of the Chinese Stock Market Based on the Jump-GARCH Model,ZhouYingJian/Dongbei University of Finance,1/155