MATHEMATICS

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MATHEMATICS

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Results 1481-1500 of 5226 (Search time: 0.021 seconds).

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	Issue Date	Title	Author(s)
1481	2007	PRICING OF BERMUDAN SWAPTIONS IN THE MULTIFACTOR LIBOR MARKET MODEL	YU XIAOPING
1482	2008	PRICING OF BASKET DEFAULT SWAPS	ZHU LIN
1483	11-Sep-2004	Pricing multi-dimension American options by simulation	SUN JUNHUA
1484	2006	PRICING MODEL WITH RANDOM DEMAND FUNCTIONS	SHAN XIAOQUAN
1485	2009	PRICING METHODS AND HEDGING STRATEGIES FOR VOLATILITY DERIVATIVES	SHAO SHUAI
1486	Mar-2009	Pricing jump risk with utility indifference	Wu, L.; Dai, M.
1487	2007	PRICING INTEREST RATE GUARANTEES IN GUARANTEED RETURN RATE PRODUCTS	TODO TANOTO
1488	2005	PRICING HIGH-DIMENSIONAL BASKET OPTIONS BY SIMULATION	TENG BOWEN
1489	25-Jan-2008	Pricing guaranteed minimum withdrawal benefits in variable annuities	WU LIANG
1490	2017	PRICING FLOATING RATE BOND IN CHINA MARKET: BOOTSTRAPPING AND SHORT RATE MODELLING APPROACH	ZHOU FANGQIU
1491	2019	PRICING FINITE-MATURITY DISCRETE TIMER OPTIONS UNDER STOCHASTIC VOLATILITY MODELS: FROM FAST FOURIER TRANSFORM TO FAST HILBERT TRANSFORM	WEN XIN
1492	25-Oct-2006	Pricing finite maturity American style stock loans	ZHANG HUIFENG
1493	2014	PRICING EUROPEAN OPTIONS WITH THE FOURIER-COSINE SERIES EXPANSIONS METHOD	DAI SHIZE
1494	2011	PRICING DISCRETE BARRIER OPTIONS WITH DOUBLE EXPON	LOKE PEI YING
1495	2014	PRICING DISCRETE BARRIER OPTIONS VIA LAPLACE TRANSFORM	LIU CHUNGUANG
1496	2008	PRICING CREDIT RISK THROUGH EQUITY OPTIONS CALIBRATIONS	LI CHENG
1497	2013	Pricing corporate debt with finite maturity and chapter 11 proceedings	Dai, M. ; Jiang, L.; Lin, J.
1498	2010	PRICING CONVERTIBLE BONDS WITH SOFT CALL CONSTRAINTS	LE NU HUYEN TRANG
1499	2006	PRICING CONVERTIBLE BONDS IN JAPAN'S MARKET	XIE WANLIN
1500	2014	PRICING CONTINGENT CLAIMS WITH A RANDOM EVOLUTION OF INTEREST RATES	HUANG XINYAN