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87篇 您的检索式：期刊名="Journal of Computational Finance"

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	题名	作者	年代	出处	被引量
1	Pricing American options: A comparison of MonteCarlo simulation approaches显示文摘	Fu M C Laprise S B Madan D B Su Y Wu R	2001	Journal of Computational Finance2001，4，：	1
2	Portfolio losses and the term structure of loss transition rates: a new methodology for the pricing of portfolio credit derivatives 显示文摘	Schonbucher P J	2006	Journal of Computational Finance2006，，1：	1
3	Valuing moving barrier options显示文摘	Rogers L C G Zane O	1997	Journal of Computational Finance1997，9，：	1
4	Calibration and implementation of convertible bondmodels显示文摘	Andersen L Buffum D	2004	Journal of Computational Finance2004，7，2：	1
5	Robust numerical methods for PDE models of Asian options 显示文摘	Zvan R Forsyth P Vetzal K	1998	Journal of Computational Finance1998，1，2：	1
6	Time transformations, intraday data and volatility models显示文摘	Giot P	2000	Journal of Computational Finance2000，4，：	1
7	Pricing asian and basket options via taylor expansion 显示文摘	NENGJIU Ju	2002	The Journal of Computational Finance2002，5，3：	1
8	Wavelet - based Feature Extraction and Decomposition Strategies for Financial Forecasting显示文摘	Aussem A Campbell J Murtagh F	1998	Journal of Computational Intelligence in Finance1998，，：	1
9	Efficient calculation of expected shortfall contributions in large credit portfolios显示文摘	Kalkbrener M Kennedy A Popp M	2007	Journal of Computational Finance2007，11，2：	1
10	A simple approach to the pricing of Bermudans waptions in the multifactor LIBOR market model显示文摘	Andersen L	2000	Journal of Computational Finance2000，3，2：	1
11	Semi-analytical pricing of defaultable bonds in a signaling jump-default model 显示文摘	CATHCART L E1-JAHEL L	2003	Journal of computational finance2003，6，3：	1
12	Pricing kth-to-default swaps under default contagion: The matrix-analytic approach显示文摘	Herbertsson A Rootzen H	2008	The Journal of Computational Finance2008，12，1：	1
13	A Series Expansion for The Bivariate Normal Integral显示文摘	VASICEK O A	1998	Journal of Computational Finance1998，1，4：	1
14	Reconstructing the unknown local volatility function 显示文摘	Coleman T F Li Y Verma A	1999	Journal of Computation Finance1999，2，3：	1
15	Option valuation using the fast Fourier transform显示文摘	CARR P MADAN D	1999	Journal of Computational Finance1999，2，4：	1
16	Representing the CGMY, Meixner Lévy processes as time changed Brownian motions显示文摘	Madan D B Yor M	2008	The Journal of Computational Finance2008，12，1：	1
17	Option valuation using the fast Fourier transform显示文摘	Carr P Madan D B	1999	Journal of Computational Finance1999，2，4：	1
18	The Equity Option Volatility Smile: an Implicit Finite-Difference Ap- proach 显示文摘	ANDERSEN L BROTHERTON-RATCLIFFE R	1998	Journal of Computational Finance1998，1，2：	1
19	Robust portfolio management显示文摘	Erdogan E Goldfarb D Iyengar G	2008	Journal of Computational Finance2008，11，4：	1
20	Partially exact and bounded approximations for arithmetic asian options显示文摘	Lord R	2006	Journal of Computational Finance2006，，10：	1

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