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	Valuing equity-linked guaranteed minimum death benefits with European-style Asian payoffs under a regime switching jump-diffusion model 期刊论文 OAI收割 COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION, 2024, 卷号: 128, 页码: 19 作者: Wang, Yayun; Liu, Shengda \| 收藏 \| 浏览/下载：17/0 \| 提交时间：2023/12/21 Regime-switching Levy model Complex Fourier series method European-style Asian option payoffs GMDB
	Explicit expressions to counterparty credit exposures for Forward and European Option 期刊论文 OAI收割 NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2020, 卷号: 52, 页码: 14 作者: Li, Shuang; Peng, Cheng; Bao, Ying; Zhao, Yanlong \| 收藏 \| 浏览/下载：26/0 \| 提交时间：2020/05/24 Counterparty credit exposure Explicit expressions Forward European Option
	Parallel computing method of valuing for multi-asset European option 期刊论文 OAI收割 INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING, 2004, 卷号: 3, 期号: 4, 页码: 575-581 作者: Zheng, WM; Shu, JW \| 收藏 \| 浏览/下载：17/0 \| 提交时间：2018/07/30 multi-asset European parallel computing option valuing Monte-Carlo method high dimension problem