contingent claim

Stochastic life contingent claim with the underlying asset obeying jump-diffusion process

标的资产价格服从跳&扩散过程的具有随机寿命的未定权益定价

On the Pricing of a Contingent Claim Under Trading Constraints

有交易限制的未定权益定价

European contingent claim pricing with fix and proportional transaction costs is considered.

本文考虑了在具有成比例和固定两类交易费情形下欧式未定权益的定价问题。

An Analysis on Financial Risk of Listed Commercial Banks in China: Based on Contingent Claim Balance Sheet Approach

基于或有权益资产负债表的中国上市商业银行风险分析

Applications of Martingale Method in Pricing of Contingent Claim

鞅在未定权益定价中的应用

In the first part, we take two method to price the real option-dynamic program-ming and contingent claim analysis.

在第一部分中，我们采取由浅入深的方式，先介绍两种实物期权中常用的方法-动态规划法和或有债权分析。

Pricing on European contingent claim with stochastic life under fractional Brownian motion environment

分数布朗运动环境下具有随机寿命的欧式未定权益的定价

Pricing contingent claim on foreign currency under stochastic interest rate

随机利率情形下外汇未定权益定价

A contingent claim analysis of trade credit

贸易信贷的或有债权分析

By means of backward stochastic different equation and martingale methods, this paper obtaines general pricing formula of European contingent claim.

利用倒向随机微分方程和鞅方法，得到欧式未定权益的一般定价公式。

Pricing of contingent claim on dividend-paying stock under stochastic interest rate

在随机利率情形下有红利支付的股票未定权益定价

This chapter models the value of investment project as geometric Brownian motion and uses contingent claim for the valuation.

用几何布朗运动来描述该产业投资项目的价值，并利用或有债权方法进行了分析。

Contingent Claim Analysis on Bond Default Risk

债券违约风险的或有要求权分析

The second part deals with the pricing models of various venture capital decisions contingent claim analysis.

本文按照风险投资和实物期权理论的阐述和风险投资决策定价方法的构建两大部分来构造整个研究框架.

Pricing Method for Contingent Claim Based on Martingale and Linear Programming Dual Principle

基于鞅和线性规划对偶原理的或有要求权定价方法

Research on CCA model and corporate liabilities A contingent claim analysis of trade credit

公司负债定价与或有要求权分析贸易信贷的或有债权分析

Optimal portfolio is a replicating strategy for a certain contingent claim, which sums up to solve a backward stochastic differential equation.

最优投资策略就是对某个未定权益的复制策略，这归结为一个倒向随机微分方程的求解。

Option is typical of a derivative financial instrument, in fact, it is a contingent claim.

期权是一种典型的衍生金融工具，它实质上是一种或有选择权。

Pricing of a Kind of European Contingent Claim

一种欧式未定权益定价公式的推导

Indifference pricing of contingent claim with nontraded asset

非交易资产未定权益的无差别定价

This paper discusses the problem of pricing a contingent claim in a single-period market under trading constraints.

讨论了单时期有交易限制的市场背景下未定权益的定价问题。

Hedging Price and Hedging Strategy of a Contingent Claim with Transaction Cost

有交易费用的未定权益定价及其套期保值策略

Claim Right on Unjust Enrichment and Claim Right on Property: Centering on the Patterns of Property Right Transfer; Pricing Model of European Contingent Claim with Different Interest rate

论不当得利请求权与物上请求权&以物权变动模式为中心具有不同借贷利率的欧式未定权益定价模型

Pricing of European Contingent Claim in Fractional Brownian Motion Environment

分数布朗运动环境中欧式未定权益的定价

Martingale Method in Contingent Claim Analysis

未定权益分析中的鞅方法

General pricing formula of European contingent claim and its application

欧式未定权益的一般定价公式及其应用

Interest rate risk and contingent claim pricing

利率风险与或有权益定价

Hedging strategy of a contingent claim in incomplete market

不完全市场上一种未定权益的套期保值策略

The yield to maturity Pricing Model of European Contingent Claim with Different Interest rate

“到期率，收益率”具有不同借贷利率的欧式未定权益定价模型

The second part deals with the pricing models of various venture capital decisions based on contingent claim analysis.

本文按照风险投资和实物期权理论的阐述和风险投资决策定价方法的构建两大部分来构造整个研究框架。