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机译:基于先进的Black-Scholes模型,使用动态对冲价格风险管理
FieldsInvest Asset Management Co. Ltd. WITHUB Venture Park No. 333 Hongqiao Road Xuhui District Shanghai P. R. China;
FieldsInvest Asset Management Co. Ltd. WITHUB Venture Park No. 333 Hongqiao Road Xuhui District Shanghai P. R. China;
FieldsInvest Asset Management Co. Ltd. WITHUB Venture Park No. 333 Hongqiao Road Xuhui District Shanghai P. R. China;
FieldsInvest Asset Management Co. Ltd. WITHUB Venture Park No. 333 Hongqiao Road Xuhui District Shanghai P. R. China;
FieldsInvest Asset Management Co. Ltd. WITHUB Venture Park No. 333 Hongqiao Road Xuhui District Shanghai P. R. China;
School of Mathematical Science Jiao Tong University Shanghai 200240 P. R. China;
Options; dynamic hedging; volatility analysis; inverse replication;
机译:对冲会计和风险管理:测试对冲有效性的高级预期模型
机译:带有随机利率模型的Heston和Black-Scholes中GMWB的定价和对冲
机译:在Heston和Black-Scholes中使用随机利率模型对GLWB进行定价和对冲
机译:基于Black-Scholes定价模型的绿色物流行业风险投资决策
机译:使用分形理论分析农业现金价格的价格动态及其对期货套期保值风险管理的影响。
机译:基于非广泛统计力学的政权切换价格模型对冲
机译:带有随机利率模型的Heston和Black-Scholes中GLWB和GMWB的定价和对冲