OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION [0.03%]
投资组合选择中，基于基数约束的均值-方差模型的最优批次解决方案
Duan Li; Xiaoling Sun; Jun Wang
Duan Li; Xiaoling Sun; Jun Wang
FACTOR MODELS OF DOMESTIC AND FOREIGN INTEREST RATES WITH STOCHASTIC VOLATILITIES [0.03%]
具有随机波动率的国内外利率因子模型
Antoine Frachot
Antoine Frachot
Manfred Schäl
Manfred Schäl
From Discrete to Continuous Financial Models: New Convergence Results For Option Pricing [0.03%]
从离散到连续的金融模型：期权定价的新收敛结果
Nigel J. Cutland; Ekkehard Kopp; Walter Willinger
Nigel J. Cutland; Ekkehard Kopp; Walter Willinger
ARBITRAGE AND FREE LUNCH WITH BOUNDED RISK FOR UNBOUNDED CONTINUOUS PROCESSES [0.03%]
无界连续过程的有界风险套利与免费午餐
Freddy Delbaen; Walter Schachermayer
Freddy Delbaen; Walter Schachermayer
Yoosef Maghsoodi
Yoosef Maghsoodi
ACCOUNTING FOR RISK AVERSION, VESTING, JOB TERMINATION RISK AND MULTIPLE EXERCISES IN VALUATION OF EMPLOYEE STOCK OPTIONS [0.03%]
在员工股票期权估值中考虑风险厌恶、归属期、离职风险及多次行权因素
Tim Leung; Ronnie Sircar
Tim Leung; Ronnie Sircar
A. Jobert; L. C. G. Rogers
A. Jobert; L. C. G. Rogers