Black, F., Jensen, M. and Scholes, M. (1972) The capital asset pricing model: Some empirical tests. In: Jensen, M.C., Ed., Studies in the Theory of Capital Markets, Praeger, New York, 79-124.

基于Black-Scholes模型可转债定价的研究
Research on Convertible Bonds Pricing Based on the Black-Scholes Model

刘 颖   

应用数学进展Vol.13 No.4, 全文下载: PDF HTML XML DOI:10.12677/aam.2024.134153, April 29 2024

CAPM模型在上海股票市场的实证研究
The Empirical Research of the Capital Asset Pricing Model in Shanghai Security Market

段娅丽   

世界经济探索Vol.3 No.2, 全文下载: PDF HTML DOI:10.12677/WER.2014.32003, July 30 2014

分形集上调和(p, s)-凸函数的Jensen和Jensen-Mercer不等式及其应用
Jensen and Jensen-Mercer Inequalities for Harmonic (p, s)-Convex Functions on Fractal Sets and Their Applications

李 然, 连铁艳, 党筱楠    国家自然科学基金支持

理论数学Vol.13 No.10, 全文下载: PDF HTML XML DOI:10.12677/PM.2023.1310288, October 11 2023

多资产期权确定最佳实施边界问题的研究
Research on the Implementation of the Optimal Implementation of the Multi-Asset Option

吴小庆   

理论数学Vol.6 No.6, 全文下载: PDF HTML XML DOI:10.12677/PM.2016.66068, November 30 2016

基于F-G-M Copula的一个二元概率模型
A Bivariate Probability Model Based on the F-G-M Copula

高 峰   

统计学与应用Vol.2 No.3, 全文下载: PDF HTML DOI:10.12677/SA.2013.23008, September 26 2013

支付红利下Black-Scholes方程的交替分段C-N格式解法
Alternating Segment C-N Algorithm for Black-Scholes Equation with Dividend Paying

吴立飞, 杨晓忠    国家自然科学基金支持

应用数学进展Vol.2 No.4, 全文下载: PDF HTML DOI:10.12677/AAM.2013.24020, November 26 2013