A Simple Method to Estimate Capital Charge Ratio and Compensate Ratio Based Black-Scholes Option Pricing Equation

Hong Xun JIANG;Wan Hua QIU

Systems Engineering - Theory & Practice ›› 2002, Vol. 22 ›› Issue (12) : 93-96.

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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 ›› 2002, Vol. 22 ›› Issue (12) : 93-96. DOI: 10.12011/1000-6788(2002)12-93
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A Simple Method to Estimate Capital Charge Ratio and Compensate Ratio Based Black-Scholes Option Pricing Equation

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2002, 22(12): 93-96 https://doi.org/10.12011/1000-6788(2002)12-93

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