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Estimation of market prices of risks in the GARCH diffusion model 期刊论文
ECONOMIC RESEARCH-EKONOMSKA ISTRAZIVANJA, 2018, 卷号: 31, 期号: 1, 页码: 15-36
Authors:  Wu, Xinyu;  Zhou, Hailin;  Wang, Shouyang
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Market prices of risks  GARCH diffusion model  option pricing  efficient importance sampling  maximum likelihood  particle filter  
Estimation of market prices of risks in the GARCH diffusion model 期刊论文
ECONOMIC RESEARCH-EKONOMSKA ISTRAZIVANJA, 2018, 卷号: 31, 期号: 1, 页码: 15
Authors:  Wu, Xinyu;  Zhou, Hailin;  Wang, Shouyang
Favorite  |  View/Download:1/0  |  Submit date:2019/12/31
双杠杆门限随机波动率模型及其实证研究 期刊论文
管理科学学报, 2014, 卷号: 017, 期号: 007, 页码: 63
Authors:  吴鑫育;  周海林;  汪寿阳;  马超群
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基于EIS的杠杆随机波动率模型的极大似然估计 期刊论文
管理科学学报, 2013, 卷号: 016, 期号: 001, 页码: 74
Authors:  吴鑫育;  周海林;  汪寿阳;  马超群
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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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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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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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thevaluationofconvertiblebondswithnumerairechanges 期刊论文
actamathematicaeapplicataesinica, 2010, 卷号: 26, 期号: 2, 页码: 321
Authors:  Zhou Hailin;  Wang Shouyang
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两状态变量风险投资项目的投资价值评估模型 期刊论文
系统工程理论与实践, 2009, 卷号: 000, 期号: 005, 页码: 59
Authors:  周海林;  汪寿阳
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