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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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系统工程理论与实践 [5]
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随机波动率模型的参数估计及对中国股市的实证
期刊论文
系统工程理论与实践, 2014, 卷号: 34, 期号: 1, 页码: 35
Authors:
吴鑫育
;
马超群
;
汪寿阳
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Submit date:2020/01/10
权证定价bsvscev
期刊论文
系统工程理论与实践, 2013, 卷号: 33, 期号: 5, 页码: 1126
Authors:
吴鑫育
;
周海林
;
汪寿阳
;
马超群
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Submit date:2020/01/10
权证是冗余证券吗基于沪深交易所的经验证据
期刊论文
系统工程理论与实践, 2013, 卷号: 33, 期号: 7, 页码: 1699
Authors:
周海林
;
吴鑫育
;
丁忠明
;
汪寿阳
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Submit date:2020/01/10
权证定价:B-S vs.CEV
期刊论文
系统工程理论与实践, 2013, 页码: 1126
Authors:
吴鑫育
;
周海林
;
汪寿阳
;
马超群
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Submit date:2021/01/14
权证定价
Black-Scholes模型
不变方差弹性模型
最小二乘蒙特卡罗方法
极大似然方法
随机利率条件下的欧式期权定价
期刊论文
系统工程理论与实践, 2011, 卷号: 031, 期号: 004, 页码: 729
Authors:
周海林
;
吴鑫育
;
高凌云
;
陆凤彬
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Submit date:2020/01/10