...
机译:通过合并先验统计矩,将参数指数征税模型校准为期权市场数据
Department of Industrial and Management Engineering, Pohang University of Science and Technology (POSTECH), San 3i, Hyoja Pohang 790-784, South Korea;
Department of Mathematics, Pohang University of Science and Technology (POSTECH), San 31. Hyoja Pohang 790-784, South Korea;
Pohang Mathematical Institutue (PMI), Pohang University of Science and Technology (POSTECH), San 31, Hyoja Pohang 790-784, South Korea;
Department of Industrial and Management Engineering, Pohang University of Science and Technology (POSTECH), San 3i, Hyoja Pohang 790-784, South Korea;
option markets; exponential levy models; model calibration and selection; constrained optimization;
机译:使用指数征费流程从股票期权中提取市场信息
机译:关于指数征费市场中美式期权的定价
机译:以交易成本为指数征集模型的选项定价
机译:使用Mathematica的指数征费模型下的期权定价
机译:危机后市场模型,通货膨胀率征费市场模型以及赫斯顿模型下的分析性期权定价的论文。
机译:使用包含点粗体和ASL数据的扩展融合模型在电机任务期间校准粗体信号
机译:指数征费模式的欧洲期权的有效静态复制(2008年1月修订,发表于“期货市场期刊”,2009年第29-1期,1-15期。)