The Pricing of Two Newly Invented Swaps in a Jump-Diffusion Model | |
Yang, ZJ; Zhang, CH | |
刊名 | Annals of Economics and Finance |
2015 | |
卷号 | Vol.16 No.2 (November)页码:371-392 |
关键词 | Option-for-guarantee swap Equity-for-guarantee swap Guarantee costs Nash equilibrium |
ISSN号 | 1529-7373 |
URL标识 | 查看原文 |
公开日期 | [db:dc_date_available] |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/6091453 |
专题 | 湖南大学 |
作者单位 | Hunan Univ, Dept Financial Engn, Changsha 410079, Hunan, Peoples R China |
推荐引用方式 GB/T 7714 | Yang, ZJ,Zhang, CH. The Pricing of Two Newly Invented Swaps in a Jump-Diffusion Model[J]. Annals of Economics and Finance,2015,Vol.16 No.2 (November):371-392. |
APA | Yang, ZJ,&Zhang, CH.(2015).The Pricing of Two Newly Invented Swaps in a Jump-Diffusion Model.Annals of Economics and Finance,Vol.16 No.2 (November),371-392. |
MLA | Yang, ZJ,et al."The Pricing of Two Newly Invented Swaps in a Jump-Diffusion Model".Annals of Economics and Finance Vol.16 No.2 (November)(2015):371-392. |
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