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
Year: 2007
Issue: 05
Page: 32-36
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WoS CC Cited Count: 0
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ESI Highly Cited Papers on the List: 0 Unfold All
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30 Days PV: 1
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