摘要
研究了一般性互换期权的定价,这一期权有诸多应用.求出了这一期权的解析解.
This paper studies the pricing of general exchange options, this option has much application, the paper presents the corresponding analytical solution.
出处
《数学的实践与认识》
CSCD
北大核心
2008年第21期24-27,共4页
Mathematics in Practice and Theory
关键词
期权定价
互换期权
鞅
pricing of option
exchange option
martingale
