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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.
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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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