[已应助] 数理金融期刊文章数篇 谢谢大家

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

ONE-PARAMETER FAMILIES OF DISTORTION RISK MEASURES
Mathematical Finance
Volume 19, Issue 4, Date: October 2009, Pages: 691-705
Hideatsu Tsukahara
Abstract  |  References  |  Full Text: HTML, PDF (193K)
CONSTANT PROPORTION PORTFOLIO INSURANCE IN THE PRESENCE OF JUMPS IN ASSET PRICES
Mathematical Finance
Volume 19, Issue 3, Date: July 2009, Pages: 379-401
Rama Cont, Peter Tankov
Abstract  |  References  |  Full Text: HTML, PDF (201K)
OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL1
Mathematical Finance
Volume 6, Issue 3, Date: July 1996, Pages: 279-302
Eric Renault, Nizar Touzi
Abstract  |  References  |  Full Text: PDF (1113K)
DIFFUSION COEFFICIENT ESTIMATION AND ASSET PRICING WHEN RISK PREMIA AND SENSITIVITIES ARE TIME VARYING: A COMMENT
Mathematical Finance
Volume 6, Issue 1, Date: January 1996, Pages: 111-117
Sergio Pastorello
Abstract  |  References  |  Full Text: PDF (348K)
The Statistical Properties of the Black–Scholes Option Price
Mathematical Finance
Volume 7, Issue 3, Date: July 1997, Pages: 287-305
Mthuli Ncube, Stephen Satchell
Abstract  |  Full Text: PDF (224K)
A Nonlinear Model of the Term Structure of Interest Rates
Mathematical Finance
Volume 7, Issue 2, Date: April 1997, Pages: 177-209
Julian Tice, Nick Webber

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：期刊文章 数理金融 Mathematical volatilities mathematica 期刊 金融 数理

看看吧是不是的，

1# weilinhy
CONSTANT PROPORTION PORTFOLIO INSURANCE IN THE PRESENCE OF JUMPS IN ASSET PRICES

1# weilinhy
ONE-PARAMETER FAMILIES OF DISTORTION RISK MEASURES

1# weilinhy
The Statistical Properties of the Black–Scholes Option Price

1# weilinhy
A Nonlinear Model of the Term Structure of Interest Rates

1# weilinhy
OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL