楼主: martingale08
98 1

[学术资料] 谁有以下学术论文? [推广有奖]

  • 0关注
  • 0粉丝

硕士生

41%

还不是VIP/贵宾

-

威望
0
论坛币
1299 个
通用积分
30.0068
学术水平
0 点
热心指数
0 点
信用等级
0 点
经验
3250 点
帖子
25
精华
0
在线时间
269 小时
注册时间
2013-2-15
最后登录
2019-9-16

martingale08 发表于 2019-8-15 08:39:42 |显示全部楼层
1. Pricing Interest rate derivatives with piecewise multilinear interpolation and transition parameters
by Hatem Ben-Ameur, Lotti Karoui and Walid Mnit
Journal of Derivatives, 2014, 22(2)82-109

2. Explicit representations for the expectations of exponential functionals of the multi-factor variance gamma process and their applications
by Roman Valeryevich Ivanov
Stochastics An International Journal of Probability and Stochastic Process, 2015, 88(1):1-16

3. On the conditional moment-generating function of a three-factor variance Gamma based process and its applications to forward and futures pricing
by Roman Valeryevich Ivanov
Markov processes and related fields 2015, 22(4)737-758

4. Closed-form pricing of European options for a family of normal-inverse Gaussian processes
by Roman Valeryevich Ivanov
Stochastic Models 2013 29(4)

5. Truncated moment-generating functions of the NIG process and their applications
by Roman Valeryevich Ivanov
Stochastics and dynamics, 2016 17(05)

6. On computing the price of financial instruments in foreign currency
by Roman Valeryevich Ivanov
Automation and remote control 2018 79(4):679-690

谢谢


stata SPSS
曹柏杨 在职认证  发表于 2019-8-15 15:31:27 |显示全部楼层
本帖最后由 曹柏杨 于 2019-8-15 16:41 编辑

On computing the price of financial instruments in foreign currency.pdf (187.91 KB, 售价: 2 个论坛币)
Explicit representations for the expectations of exponential functionals of the .pdf (421.02 KB, 售价: 2 个论坛币)
Closed-form pricing of European options for a family of normal-inverse Gaussian .pdf (139.3 KB, 售价: 2 个论坛币)

Pricing Interest rate derivatives with piecewise multilinear interpolation and t.pdf

335.74 KB

文件已损坏,勿下载

回复

使用道具 举报

您需要登录后才可以回帖 登录 | 我要注册

京ICP备16021002-2号 京B2-20170662号 京公网安备 11010802022788号 论坛法律顾问:王进律师 知识产权保护声明   免责及隐私声明

GMT+8, 2019-9-20 22:51