借贷利率不同情形下具有随机寿命的未定权益定价

薛红;聂赞坎

Pricing of Contingent Claim with Stochastic Live under Different Borrowing-Lending Rate

Hong XUE;Zan Kan NIE

系统工程理论与实践 . 2001, (2): 43 -46 . DOI: 10.12011/1000-6788(2001)2-43