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author:

黄跃艺 (黄跃艺.) [1] | 何建农 (何建农.) [2]

Indexed by:

CQVIP

Abstract:

在浮动汇率背景下,建立双币种跳扩散欧式期权定价模型和双币种欧式重置期权定价模型,运用等价鞅测度理论和几个常用的条件数学期望公式得到相应的期权定价显式解。

Keyword:

双币种 浮动汇率 等价鞅测度 跳扩散 重置期权

Community:

  • [ 1 ] 福州大学数学与计算机科学院

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Source :

金融理论与教学

ISSN: 1004-9487

CN: 23-1146/F

Year: 2017

Issue: 03

Page: 21-26

Cited Count:

WoS CC Cited Count: 0

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 3

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