An actuarial approach to foreign currency option pricing | |
Min, Zhang* | |
2015 | |
会议名称 | 2nd International Conference on Informatization in Education, Management and Business (IEMB) |
会议日期 | SEP 12-13, 2015 |
会议地点 | Guangzhou, PEOPLES R CHINA |
关键词 | fair premium option pricing foreign currency option fractional Brownian motion |
卷号 | 20 |
页码 | 870-876 |
会议录 | PROCEEDINGS OF THE 2015 CONFERENCE ON INFORMATIZATION IN EDUCATION, MANAGEMENT AND BUSINESS
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URL标识 | 查看原文 |
ISSN号 | 2352-5398 |
WOS记录号 | WOS:000365169700179 |
内容类型 | 会议论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/5679804 |
专题 | 南华大学 |
作者单位 | [Min, Zhang] Univ South China, Sch Math & Phys, Hengyan 421001, Peoples R China. |
推荐引用方式 GB/T 7714 | Min, Zhang*. An actuarial approach to foreign currency option pricing[C]. 见:2nd International Conference on Informatization in Education, Management and Business (IEMB). Guangzhou, PEOPLES R CHINA. SEP 12-13, 2015. |
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