minuscule
发表于 2025-3-21 18:55:15
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最小
发表于 2025-3-21 21:03:04
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employor
发表于 2025-3-22 00:34:51
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的是兄弟
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小臼
发表于 2025-3-22 09:24:47
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Anthology
发表于 2025-3-22 16:12:39
https://doi.org/10.1007/978-4-431-68375-9d on the whole history of the underlying and not just on the realization at maturity. In particular, we consider barrier options which depend on price levels being attained over a period and Asian options which depend on the average price of the option’s underlying over a period. Furthermore, we loo
Anthology
发表于 2025-3-22 18:48:08
https://doi.org/10.1007/978-4-431-68375-9tions derived from .≥2 underlying risky assets, whose price movement can be described by a system of SDEs. The pricing functions of multi-asset options are multivariate functions satisfying a parabolic partial differential equation in . dimensions, together with an appropriate terminal value dependi
Mri485
发表于 2025-3-22 21:49:39
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V切开
发表于 2025-3-23 01:56:49
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Endometrium
发表于 2025-3-23 08:28:37
Lodewyk H. S. Van Mierop,Lynn M. Kutschemes necessary, for example, in model calibration, risk analysis and in the pricing and hedging of certain derivative contracts. Classical examples are variations of option prices with respect to the spot price or with respect to time-to-maturity, the so-called “Greeks” of the model. For classical, d