位置：成果数据库 > 会议 > 会议详情页
Knightian Uncertainty Based Option Pricing with Jump Volatility
  • 所属机构名称：北京航空航天大学
  • 会议名称：Nonlinear Mathematics for Uncertainty and its Applications
  • 成果类型：会议
  • 相关项目：国家外汇储备的多元化和国际资产配置模型
作者： 泮敏|韩立岩|
同会议论文项目
国家外汇储备的多元化和国际资产配置模型
期刊论文 110 会议论文 14
同项目会议论文
Optimal currency composition of foreign exchange reserve during financial crisis
The Impact of International Hot Money in International Commodity Future Markets during the Subprime
Equity structure, private benefit and M&A decision: A model based on agency theory II
Pricing of Multi-Asset Options Using Monte Carlo Method
中国对外直接投资区位布局影响因素的实证研究
Credit Spread Option Pricing by Dynamic Copulas
A study of China strategy sovereign wealth fund
How Does Equity Structure Impact M&A Decision? A Model Based on Private Benefits
USD index equilibrium study based on the BEER model
Dynamic Asset Allocation Based on Copula and CVaR
Optimize International Portfolio via Stochastic Programming.
Sovereign Wealth Funds in China: The Perspective of National Energy Strategy
中国养老基金资产配置模型研究