Dynamic Robust Pricing Model of European Call Option under the Fractional Market with Knightian Uncertainty | |
Zhang, Hui; Meng, Wenyu | |
2011 | |
会议名称 | International Conference on Advanced Materials and Information Technology Processing (AMITP 2011) |
会议日期 | APR 17-18, 2011 |
关键词 | robust pricing fractional Brownian motion quasi conditional expectation quasi martingale Knightian uncertaint |
卷号 | 271-273 |
DOI | 10.4028/www.scientific.net/AMR.271-273.675 |
页码 | 675-678 |
收录类别 | CPCI-S ; EI |
会议录 | ADVANCED MATERIALS AND INFORMATION TECHNOLOGY PROCESSING, PTS 1-3
![]() |
URL标识 | 查看原文 |
内容类型 | 会议论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/6056968 |
专题 | 山东大学 |
作者单位 | Shandong Univ Finance, Sch Math & Stat, Jinan 250014, Peoples R China. |
推荐引用方式 GB/T 7714 | Zhang, Hui,Meng, Wenyu. Dynamic Robust Pricing Model of European Call Option under the Fractional Market with Knightian Uncertainty[C]. 见:International Conference on Advanced Materials and Information Technology Processing (AMITP 2011). APR 17-18, 2011. |
个性服务 |
查看访问统计 |
相关权益政策 |
暂无数据 |
收藏/分享 |
除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。
修改评论