APPARATUS AND METHOD FOR DETERMINING PRICE OF ASIAN OPTION BASED ON HESTONS STOCHASTIC VOLATILITY MODEL

• 1. 一种基于深度卷积网络的亚洲女性颜值评分模型方法 [P] . 中国专利： CN109214298B . 2021.06.08
• 2. 一种基于深度卷积网络的亚洲女性颜值评分模型方法 [P] . 中国专利： CN109214298A . 2019-01-15
• 3. APPARATUS AND METHOD FOR DETERMINING PRICE OF ASIAN OPTION BASED ON HESTON'S STOCHASTIC VOLATILITY MODEL [P] . 韩国专利： KR20110075589A . 2011-07-06

  机译： 基于赫斯顿随机波动率模型确定亚洲期权价格的装置和方法

• 4. Power option pricing apparatus and method based on Heston's stochastic volatility model, and recording medium and microprocessor used thereto [P] . 韩国专利： KR100961991B1 . 2010-06-08

  机译： 基于赫斯顿随机波动率模型的电力期权定价装置和方法，以及使用其的记录介质和微处理器

• 5. POWER OPTION PRICING APPARATUS AND METHOD BASED ON HESTON'S STOCHASTIC VOLATILITY MODEL, AND RECORDING MEDIUM AND MICROPROCESSOR USED THERETO [P] . 韩国专利： KR20090070494A . 2009-07-01

  机译： 基于赫斯顿随机波动率模型的电力期权定价装置和方法，并使用其记录介质和微处理器

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• 1. Numerical Methods for Discrete Double Barrier Option Pricing Based on Merton Jump Diffusion Model [J] . Mingjia Li . 统计学期刊（英文） . 2017,第3期
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