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31.
在多级树形供应链网络环境下,基于实物期权策略并引入中断风险成本,建立了树形供应链应对中断风险的保护与应急模型,通过求解模型得到最优策略并进行了数值仿真分析.仿真结果表明该模型能够显著降低树形供应链系统的中断风险成本与系统中断时间,从而提高供应网络的鲁棒性. 相似文献
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本文探讨了鞅分析在具有红利支付的n次幂型欧式期权定价中的应用,即用鞅分析的技巧与方法研究了在标的资产服从分数布朗运动的条件下具有红利支付的n次幂型欧式期权定价问题,并获得了其公式。丰富了已有期权定价结果,使期权定价公式更有利于实际的应用。 相似文献
34.
混合分数布朗运动下亚式期权定价 总被引:2,自引:0,他引:2
运用混合分数布朗运动的Ito公式,将几何平均亚式期权定价化成一个偏微分方程求解问题,通过偏微分方程求解获得了几何平均型亚式看涨期权的定价公式. 相似文献
35.
A novel option pricing method based on Fourier-cosine series expansion was proposed by Fang and Oosterlee. Developing their idea, three new option pricing methods based on Fourier, Fourier-cosine and Fourier-sine series expansions are presented in this paper, which are more efficient when the option prices are calculated with many strike prices. A series of numerical experiments under different exp-L~vy models are also given to compare these new methods with the Fang and Oosterlee's method and other methods. 相似文献
36.
Luca Vincenzo Ballestra 《Applied mathematics and computation》2011,218(8):4192-4210
In this paper we propose a new method for pricing double-barrier options with moving barriers under the Black-Scholes and the CEV models. First of all, by applying a variational technique typical of the boundary element method, we derive an integral representation of the double-barrier option price in which two of the integrand functions are not given explicitly but must be obtained solving a system of Volterra integral equations of the first kind. Second, we develop an ad hoc numerical method to regularize and solve the system of integral equations obtained. Several numerical experiments are carried out showing that the overall algorithm is extraordinarily fast and accurate, even if the barriers are not differentiable functions. Moreover the numerical method presented in this paper performs significantly better than the finite difference approach. 相似文献
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In this paper we model concession contracts between a public and a private party, under dynamic uncertainty arising both from the volatility of the cash flow generated by the project and by the strategic behaviour of the two parties. Under these conditions we derive three notions of equilibrium price and apply the model to a case study for one of the most important concession contracts in Italy. 相似文献
39.
Donatien Hainaut 《Insurance: Mathematics and Economics》2010,46(3):470-478
This paper addresses the calculation of a fair profit sharing rate for participating policies with a minimum interest rate guaranteed. The bonus credited to policies depends on the performance of a basket of two assets: a stock and a zero coupon bond and on the guarantee. The dynamics of the instantaneous short rates are driven by a Hull and White model, whereas the stocks follow a double exponential jump-diffusion model. The participation level is determined such that the return retained by the insurer is sufficient to hedge the interest rate guaranteed. Given that the return of the total asset is not lognormal, we rely on a Fast Fourier Transform to compute the fair value of bonus and guarantee options. 相似文献
40.
In this paper we compare different multifactor HJM models with humped volatility structures, to each other and to models with strictly decreasing volatility. All the models are estimated on Euribor and swap rates panel data maximizing the quasi-likelihood function obtained from the Kalman filter. We develop the analysis in two steps: first we study the in-sample properties of the estimated models, then we test the pricing performance on caps. We find the humped volatility specification to greatly improve the model estimation and to provide sufficiently accurate cap prices, although the models has been calibrated on interest rates data and not on cap prices. Moreover, we find the two-factor humped volatility model to outperform the three-factor models in pricing caps. 相似文献