跳跃聚集市场中的场内场外期权定价研究
序号 | 标题 | 类型 | 作者 |
---|---|---|---|
1 | Pricing VIX options with volatility clustering | 期刊论文 | Bo Jing;Zhihong Li;Yong Ma |
2 | Can Investors on P2P Lending Platforms Identify Default Risk? | 期刊论文 | Hu Rongcai;Liu Meng;He Pingping;Ma Yong |
3 | 跳自刺激效应下的VIX期权定价研究 | 期刊论文 | 马勇;贺甄;徐维东 |
4 | Pricing and hedging foreign equity options under Hawkes jump–diffusion processes | 期刊论文 | Yong Ma;Dongtao Pan;Keshab Shrestha;Weidong Xu |
5 | Optimal investment and consumption in the market with jump risk and capital gains tax | 期刊论文 | Ma Yong;Shan Shiping;Xu Weidong |
6 | Exchange Options under Clustered Jumps Dynamics | 期刊论文 | Yong Ma;Dongtao Pan;Tianyang Wang |
7 | Pricing Vulnerable Options with Jump Clustering | 期刊论文 | Ma Yong;Shrestha Keshab;Xu Weidong |
8 | Pricing Vulnerable Options with Stochastic Volatility and Stochastic Interest Rate | 期刊论文 | Ma Chaoqun;Yue Shengjie;Wu Hui;Ma Yong |
9 | 中国金融市场系统复杂性的演化机理与管理研究 | 期刊论文 | 张群;张卫国;马勇 |
10 | 美元指数与原油价格暴涨暴跌的交互刺激研究 | 期刊论文 | 马勇;潘冬涛;曾兆祥 |