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TAO Li, ZHU Benxi, QIAN Yiyuan, XU Jiaqi.
Solving Implied Volatility of American Lookback Options by Bayesian Inference and Neural Network
[J]. Journal of Jilin University Science Edition, 2024, 62(6): 1363-1369.
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JI Xinyuan, DONG Jiantao, TAO Hao.
Option Pricing Based on Neural Stochastic Differential Equations
[J]. Journal of Jilin University Science Edition, 2023, 61(6): 1324-1332.
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MA Ming, PENG Bo, Lamaocuo, YE Jianhua.
Bayes Estimation of Failure Parmater for Poisson Censored δ-Shock Model
[J]. Journal of Jilin University Science Edition, 2023, 61(2): 292-302.
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HAN Xiao, ZHANG Minxing.
Option Pricing under Stochastic Interest Rate
[J]. Journal of Jilin University Science Edition, 2021, 59(6): 1405-1410.
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| [5] |
XUE Guangming, LIN Funing.
Pricing of American Options and American Barrier Options with Jump Stochastic Volatility Model
[J]. Journal of Jilin University Science Edition, 2020, 58(5): 1119-1129.
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GAN Xiaoting, XU Dengguo, ZHAO Renqing.
Finite Volume Method of Option Pricing Modelunder Uncertain Volatility
[J]. Journal of Jilin University Science Edition, 2019, 57(5): 1095-1103.
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XIE Pengfei, YE Jimin, WANG Junyuan.
Multivariate Volatility Estimation of SVARGARCH Model
[J]. Journal of Jilin University Science Edition, 2019, 57(06): 1391-1399.
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LI Tongqing.
Problem of First Passage Time of Reflected Stochastic Volatility Model
[J]. Journal of Jilin University Science Edition, 2017, 55(04): 881-887.
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LIU Chunyang, HAN Yuecai, LV Xianrui.
Numerical Approximation of Butterfly OptionPrice with Uncertain Volatility Model
[J]. Journal of Jilin University Science Edition, 2016, 54(05): 994-1000.
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CAO Guilan, ZHOU Yuan.
Analysis and Simulation of Stock Price in aStochastic Volatility Model with Jumps
[J]. Journal of Jilin University Science Edition, 2016, 54(02): 257-265.
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QIN Xiwen, LIU Wenbo, DONG Xiaogang, WANG Chunjie, LI Chunjing.
Volatility Estimation of Financial High Frequency Data Based on Maximum Overlap Discrete Wavelet Transform
[J]. Journal of Jilin University Science Edition, 2014, 52(06): 1222-1226.
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| [12] |
MA Meng.
Selfexciting Filtered Poisson Process
[J]. J4, 2009, 47(4): 711-716.
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ZHANG Dong, LU Changyu, AN Yu e.
An Approximate Closeform Formula of Deferred Arithmetic Average Asian Options
[J]. J4, 2008, 46(03): 443-447.
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