The randomness of reset options(重置期权的随机性研究)
利用等价测度和鞅的方法,以股票价格为选择重设点依据的情况下推导了随机时间重置期权中的欧式看涨期权的定价公式.
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| Format: | Article |
| Language: | zho |
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Zhejiang University Press
2010-09-01
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| Series: | Zhejiang Daxue xuebao. Lixue ban |
| Subjects: | |
| Online Access: | https://doi.org/10.3785/j.issn.1008-9497.2010.05.007 |