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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
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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