| Pricing method for contingent claim and its no-arbitrage price interval with transaction cost | |
| Qin, XZ; Wang, XH | |
| 2003 | |
| 会议名称 | International Conference on Management Science and Engineering |
| 会议地点 | ATLANTA, GA |
| 关键词 | transaction cost arbitrage self-financing linear programming |
| 页码 | 1583-1585 |
| 会议录 | International Conference on Management Science and Engineering
 |
| 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/6205921 |
| 专题 | 大连理工大学 |
| 作者单位 | Dalian Univ Technol, Sch Management, Res Ctr Financial Engn & Management, Dalian 116024, Peoples R China. |
| 推荐引用方式 GB/T 7714 | Qin, XZ,Wang, XH. Pricing method for contingent claim and its no-arbitrage price interval with transaction cost[C]. 见:International Conference on Management Science and Engineering. ATLANTA, GA. |
| 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