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논문 유사도에 따라 DBpia 가 추천하는 논문입니다. 함께 보면 좋을 연관 논문을 확인해보세요!
Pricing symmetric type of power quanto options
대한수학회보
2019 .01
The pricing of power Quanto options under stochastic volatility
Proceedings of the Jangjeon Mathematical Society
2022 .01
Pricing of quanto chained options
대한수학회논문집
2016 .01
Local volatilities for quanto option prices with various types of payoffs
대한수학회논문집
2017 .01
Local volatility for quanto option prices with stochastic interest rates
한국수학논문집
2015 .01
Entropy-based goodness of fit test for a composite hypothesis
대한수학회보
2016 .01
Discount barrier option pricing with a stochastic interest rate: Mellin transform techniques and method of images
대한수학회논문집
2018 .01
PRICING OF TIMER-DIGITAL POWER OPTIONS
East Asian Mathematical Journal
2024 .01
Simplified Approach to Valuation of Vulnerable Exchange Option under a Reduced-Form Model
East Asian Mathematical Journal
2021 .01
Pricing Vulnerable Power Option under a CEV Diffusion
East Asian Mathematical Journal
2021 .09
Pricing of Vulnerable Power Exchange Option under the Hybrid Model
East Asian Mathematical Journal
2021 .09
PATH AVERAGED OPTION VALUE CRITERIA FOR SELECTING BETTER OPTIONS
JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS
2016 .06
Option pricing and profitability: A comprehensive examination of machine learning, Black-Scholes, and Monte Carlo method
CSAM(Communications for Statistical Applications and Methods)
2024 .09
Chooser options on various underlying options
대한수학회논문집
2024 .04
A Probabilistic Approach for Valuing Exchange Option with Default Risk
East Asian Mathematical Journal
2020 .01
COMPARISON OF NUMERICAL METHODS FOR OPTION PRICING UNDER THE CGMY MODEL
충청수학회지
2016 .01
Option pricing under general geometric Riemannian Brownian motions
대한수학회보
2016 .01
THE VALUATION OF TIMER POWER OPTIONS WITH STOCHASTIC VOLATILITY
JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS
2022 .12
Digital Option Pricing based on Copulas with Stochastic Simulation
순수 및 응용수학
2015 .01
An Approximated European Option Price under Stochastic Elasticity of Variance using Mellin Transforms
East Asian Mathematical Journal
2018 .01
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