Actuarial pricing approach to Europe option and exchange option under stochastic interest rates and O-U process | |
Liu, Jian; Wen, Feng-Hua; Ma, Chao-Qun | |
刊名 | Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice
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2009 | |
卷号 | Vol.29 No.12页码:118-124 |
ISSN号 | 1000-6788 |
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/6692002 |
专题 | 湖南大学 |
作者单位 | 1.) School of Business and Management, Hunan University, Changsha 410082, China 2.School of Economics and Management, Changsha University of Science and Technology, Changsha 410114, China 3.Financial Engineering and Financial Management Research Center of Hunan Province, Changsha 410114, China |
推荐引用方式 GB/T 7714 | Liu, Jian,Wen, Feng-Hua,Ma, Chao-Qun. Actuarial pricing approach to Europe option and exchange option under stochastic interest rates and O-U process[J]. Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice,2009,Vol.29 No.12:118-124. |
APA | Liu, Jian,Wen, Feng-Hua,&Ma, Chao-Qun.(2009).Actuarial pricing approach to Europe option and exchange option under stochastic interest rates and O-U process.Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice,Vol.29 No.12,118-124. |
MLA | Liu, Jian,et al."Actuarial pricing approach to Europe option and exchange option under stochastic interest rates and O-U process".Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice Vol.29 No.12(2009):118-124. |
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