火海
发表于 2025-3-23 11:36:14
The American Options,In this chapter, we consider the American call option in a continuous time model of stock prices. The development is similar to that in discrete time and follows our general approach of deriving upper and lower bounds based on the NA principle. We will show that in a complete market, the two bounds coincide.
instate
发表于 2025-3-23 17:34:50
Asset Pricing with Stochastic Volatility,We consider a market consisting of a stock . and a bond . governed by the following equations:. and. where . is a Brownian motion, . is a given random variable independent of ., . is a bounded, non-negative, progressively measurable interest rate process.
美学
发表于 2025-3-23 20:50:39
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向外
发表于 2025-3-23 22:23:47
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纬度
发表于 2025-3-24 03:19:59
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取之不竭
发表于 2025-3-24 06:44:03
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溺爱
发表于 2025-3-24 12:41:46
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向前变椭圆
发表于 2025-3-24 18:34:45
Book 2000he development of the mathematical theory of finance.This work examines, in some detail, that part of stochastic finance pertaining to option pricing theory.Thus the exposition is confined to areas of stochastic finance that are relevant to the theory, omitting such topics as futures and term-struct
清洗
发表于 2025-3-24 21:11:39
fields. This work has come to fruition by making use of the expert academic input from the extraordinarily rich population of current and past editorial board members and section editors of and contributors to the Journal of Business Ethics..978-3-319-23514-1
Yag-Capsulotomy
发表于 2025-3-25 00:22:37
Gopinath Kallianpur,Rajeeva L. Karandikarfields. This work has come to fruition by making use of the expert academic input from the extraordinarily rich population of current and past editorial board members and section editors of and contributors to the Journal of Business Ethics..978-3-319-23514-1