摘要
分析了期权的定价，研究了借款利率大于债券利率同时投资策略受限制情况下期权的定价．
This paper analyses the pricing of contingent claims in unconstrained case,and the pricing of contingent claims under constraints and with higher interest rate for borrowing than for lending is discussed.
出处
《经济数学》
1999年第4期27-32,共6页
Journal of Quantitative Economics
