CORC  > 湖南大学
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
所有评论 (0)
暂无评论
 

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。


©版权所有 ©2017 CSpace - Powered by CSpace