Indexed by:
Abstract:
本文提出"虚拟衍生资产"的金融工程概念;通过这种思想,在无风险套利原理下,利用Black-Scholes偏微分方程及其通解,推导出金融期货、远期的定价模型.
Keyword:
Reprint 's Address:
Email:
Version:
Source :
广西金融研究
ISSN: 1002-6452
CN: 45-1032/F
Year: 2007
Issue: 8
Page: 33-35
Cited Count:
SCOPUS Cited Count:
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count: -1
Chinese Cited Count:
30 Days PV: 6
Affiliated Colleges: