有志于数学金融或者金融数学，金融工程的朋友们可以下载看一下啊：

真的不错。不过，数学不好的人，呵呵。。。

这是里面的15篇文章：

1。A matched asymptotic expansions approach to continuity corrections for discretely sampled options. Part 2: Bermudan options作者：Sam Howison 2005

2。A matched asymptotic expansions approach to continuity corrections for discretely sampled options. Part 1: barrier options作者：Sam Howison ；Mario Steinberg 2005

3。Matched asymptotic expansions in financial engineering作者：Sam Howison 2005

4。An Asymptotic Analysis of an American Call Option with Small Volatility作者：N. P. Firth；J. N. Dewynne；S. J. Chapman 2004

5。High Dimensional Radial Barrier Options作者：N.P. Firth and J.N. Dewynne 2004

6。Option Pricing with Levy-Stable Processes 2004

7。Purely discontinuous Levy processes and power variation: inference for integrated volatility and the scale parameter 2003

8。An Option Pricing Formula for the GARCH diffusion model 2003

9.On the Pricing and Hedging of Volatility Derivatives 2003

10.Linked Agent Model: A microstructure model of equity markets 2003

11.Estimation of integrated volatility in stochastic volatility models2003

12.Bounds for Floating-Strike Asian Options using Symmetry2003

13.Using Options on Greeks as Liquidity Protection2003

14.A Comparison of q-optimal Option Prices in a Stochastic Volatility Model with Correlation2003

15.MonteCarlo Valuation of American Options2003

一篇要1块钱，不贵吧？

37333.rar
大小:(3.32 MB)

只需: 15 个论坛币  马上下载