机译:随机利率和波动率模型的选项定价,带有隐藏的马尔维亚政权切换
Southeast Univ Sch Management & Econ Nanjing Jiangsu Peoples R China;
Univ Hong Kong Dept Math Adv Modeling & Appl Comp Lab Pokfulam Pokfulam Rd Hong Kong Peoples R China;
Univ Hong Kong Dept Math Adv Modeling & Appl Comp Lab Pokfulam Pokfulam Rd Hong Kong Peoples R China|Hughes Hall Wollaston Rd Cambridge England|Beijing Univ Chem Technol Sch Econ & Management North Third Ring Rd Beijing Peoples R China;
Macquarie Univ Fac Business & Econ Dept Appl Finance & Actuarial Studies Sydney NSW 2109 Australia;
Option pricing; Hidden Markov model (HMM); Regime-switching; Characteristic function; Fourier transformation;
机译:隐马尔可夫体制转换的随机利率和波动率模型下的期权定价
机译:跳变态切换随机波动率模型下期权定价的高阶RBF-FD方法
机译:一种高阶RBF-FD方法,可在跳跃下切换随机波动率模型下的选项定价
机译:双指数跳跃模型下的欧洲期权定价,随机速率,随机波动和随机强度
机译:利率期限结构具有随机波动率的随机域模型中的期权定价
机译:体制转换均值回复模型下的波动期权定价的粘性解决方案方法
机译:具有政题切换新增随机波动率模型下欧洲期权定价的分析近似公式