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author:

陈晓杰 (陈晓杰.) [1] | 黄志刚 (黄志刚.) [2] (Scholars:黄志刚)

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CQVIP

Abstract:

本文在无风险套利原理下,提出"虚拟衍生资产"的金融工程概念,利用Black-Scholes方程的通解,推导出股票指数期货的定价模型.

Keyword:

Black-Scholes方程 定价 股指期货

Community:

  • [ 1 ] [陈晓杰]福州大学
  • [ 2 ] [陈晓杰]福州大学
  • [ 3 ] [黄志刚]福州大学
  • [ 4 ] [黄志刚]福州大学

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Source :

山东财政学院学报

ISSN: 1008-2670

CN: 37-1301/F

Year: 2007

Issue: 5

Page: 32-36

Cited Count:

WoS CC Cited Count: 0

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count: -1

Chinese Cited Count:

30 Days PV: 1

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