随机定价

基于随机边界定价模型的新股短期收益研究

Empirical study of excess returns in Chinese initial public offerings : Stochastic frontier model

基于消费者策略行为，提出了随机折扣定价和公布固定折扣定价两种定价模型。

The paper proposes two pricing models on the basis of consumers ' strategic behavior : contingent and announced fixed-discount .

三级网状随机库存与定价联合策略的仿真优化

Simulation-Based Optimization of the Policy Combining Three-Echelon Network Stochastic Inventory with Pricing

动态随机弹性在期权定价中的应用（英文）

Dynamic Stochastic Elasticity and its Application on the Pricing Options ;

本论文主要研究随机利率下期权定价问题。

This dissertation contributes to option pricing problem under stochastic interest rates .

首先推导出这种衍生证券价格应满足的微分方程，然后把它用于随机利率的债券定价。

First , we derived the differential equation that the derivative security should satisfy .

标的资产价格波动率随机变化的期权定价及数值方法

The Pricing and Numerical Methods for Options with Stochastically Varying Volatility of Underlying Assets Price

本文对以下三类随机环境下的定价模型进行了研究：存贮定价、连续时间收益管理以及电力市场中的拍卖。

This paper studies the following three stochastic pricing problems : combining pricing , inventory and capacity expansion ; continuous time revenue management ; sealed-bid auctions in power market .

跳跃&扩散模型下随机利率的期权定价一直是一个难点，这方面的研究较少，而且研究的方法基本上是倒向随机微分方程法。

Pricing options with stochastic interest rate under jump-diffusion models is always a difficulty in option pricing research . There are little research about this , mostly using backward stochastic differential equation .

随机环境下的定价研究在营销学中有着重要的地位与作用，并已经取得了一定的成就，但还有相当多的问题有待于进一步的研究。

The study of pricing in stochastic condition plays a important role in marketing , and a series of achievements have been obtained in this field , but there still exist many problem need to be studied .

给出动态随机弹性的概念及运算性质，讨论了动态随机弹性在期权定价模型中的应用。

The dynamic stochastic elasticity is introduced and its applications on the pricing option models are discussed .