Matches in SemOpenAlex for { <https://semopenalex.org/work/W2388447534> ?p ?o ?g. }
Showing items 1 to 83 of
83
with 100 items per page.
- W2388447534 abstract "This paper studies the option pricing and foreign equity options on discontionuous random models when the exchange rate has different jumping scopes from the options.By using no-arbitrary pricing methodes and Feynman-Kac formula,we get the stochastic differential equation in which the options must be satisfied.Furthermore,when the options has random lives,by means of the similar stochastic analysis,the general pricing formula is obtained." @default.
- W2388447534 created "2016-06-24" @default.
- W2388447534 creator A5066168013 @default.
- W2388447534 date "2007-01-01" @default.
- W2388447534 modified "2023-09-28" @default.
- W2388447534 title "Foreign Equity Options on the Jump-Diffusion Model and Its Pricing" @default.
- W2388447534 hasPublicationYear "2007" @default.
- W2388447534 type Work @default.
- W2388447534 sameAs 2388447534 @default.
- W2388447534 citedByCount "0" @default.
- W2388447534 crossrefType "journal-article" @default.
- W2388447534 hasAuthorship W2388447534A5066168013 @default.
- W2388447534 hasConcept C101710237 @default.
- W2388447534 hasConcept C104859751 @default.
- W2388447534 hasConcept C106159729 @default.
- W2388447534 hasConcept C121332964 @default.
- W2388447534 hasConcept C144237770 @default.
- W2388447534 hasConcept C149782125 @default.
- W2388447534 hasConcept C159998540 @default.
- W2388447534 hasConcept C162324750 @default.
- W2388447534 hasConcept C17744445 @default.
- W2388447534 hasConcept C181236170 @default.
- W2388447534 hasConcept C1898038 @default.
- W2388447534 hasConcept C194483076 @default.
- W2388447534 hasConcept C199539241 @default.
- W2388447534 hasConcept C199728807 @default.
- W2388447534 hasConcept C2779664328 @default.
- W2388447534 hasConcept C2780695682 @default.
- W2388447534 hasConcept C28826006 @default.
- W2388447534 hasConcept C2983132609 @default.
- W2388447534 hasConcept C33923547 @default.
- W2388447534 hasConcept C51955184 @default.
- W2388447534 hasConcept C556758197 @default.
- W2388447534 hasConcept C62520636 @default.
- W2388447534 hasConceptScore W2388447534C101710237 @default.
- W2388447534 hasConceptScore W2388447534C104859751 @default.
- W2388447534 hasConceptScore W2388447534C106159729 @default.
- W2388447534 hasConceptScore W2388447534C121332964 @default.
- W2388447534 hasConceptScore W2388447534C144237770 @default.
- W2388447534 hasConceptScore W2388447534C149782125 @default.
- W2388447534 hasConceptScore W2388447534C159998540 @default.
- W2388447534 hasConceptScore W2388447534C162324750 @default.
- W2388447534 hasConceptScore W2388447534C17744445 @default.
- W2388447534 hasConceptScore W2388447534C181236170 @default.
- W2388447534 hasConceptScore W2388447534C1898038 @default.
- W2388447534 hasConceptScore W2388447534C194483076 @default.
- W2388447534 hasConceptScore W2388447534C199539241 @default.
- W2388447534 hasConceptScore W2388447534C199728807 @default.
- W2388447534 hasConceptScore W2388447534C2779664328 @default.
- W2388447534 hasConceptScore W2388447534C2780695682 @default.
- W2388447534 hasConceptScore W2388447534C28826006 @default.
- W2388447534 hasConceptScore W2388447534C2983132609 @default.
- W2388447534 hasConceptScore W2388447534C33923547 @default.
- W2388447534 hasConceptScore W2388447534C51955184 @default.
- W2388447534 hasConceptScore W2388447534C556758197 @default.
- W2388447534 hasConceptScore W2388447534C62520636 @default.
- W2388447534 hasLocation W23884475341 @default.
- W2388447534 hasOpenAccess W2388447534 @default.
- W2388447534 hasPrimaryLocation W23884475341 @default.
- W2388447534 hasRelatedWork W1520624807 @default.
- W2388447534 hasRelatedWork W2004839103 @default.
- W2388447534 hasRelatedWork W2046319003 @default.
- W2388447534 hasRelatedWork W2165329151 @default.
- W2388447534 hasRelatedWork W2168711732 @default.
- W2388447534 hasRelatedWork W2261475494 @default.
- W2388447534 hasRelatedWork W2350667747 @default.
- W2388447534 hasRelatedWork W2352871486 @default.
- W2388447534 hasRelatedWork W2353432753 @default.
- W2388447534 hasRelatedWork W2356095440 @default.
- W2388447534 hasRelatedWork W2361366034 @default.
- W2388447534 hasRelatedWork W2362036753 @default.
- W2388447534 hasRelatedWork W2369273574 @default.
- W2388447534 hasRelatedWork W2372011334 @default.
- W2388447534 hasRelatedWork W2382922248 @default.
- W2388447534 hasRelatedWork W2474496480 @default.
- W2388447534 hasRelatedWork W3011464507 @default.
- W2388447534 hasRelatedWork W623905276 @default.
- W2388447534 hasRelatedWork W642301678 @default.
- W2388447534 hasRelatedWork W2181269133 @default.
- W2388447534 isParatext "false" @default.
- W2388447534 isRetracted "false" @default.
- W2388447534 magId "2388447534" @default.
- W2388447534 workType "article" @default.