欧式期权和交换期权在随机利率及O-U过程下的精算定价方法

Systems Engineering - Theory & Practice ›› 2009, Vol. 29 ›› Issue (12) : 118-124.

PDF(686 KB)
中国科学院数学与系统科学研究院期刊网
PDF(686 KB)
Systems Engineering - Theory & Practice ›› 2009, Vol. 29 ›› Issue (12) : 118-124. DOI: 10.12011/1000-6788(2009)12-118
论文

  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(686 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉