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

Hong XUE;Zan Kan NIE

Systems Engineering - Theory & Practice ›› 2001, Vol. 21 ›› Issue (2) : 43-46.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2001, Vol. 21 ›› Issue (2) : 43-46. DOI: 10.12011/1000-6788(2001)2-43
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Pricing of Contingent Claim with Stochastic Live under Different Borrowing-Lending Rate

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2001, 21(2): 43-46 https://doi.org/10.12011/1000-6788(2001)2-43

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