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Abstract:
通过讨论封闭式基金净值X1、封闭式基金折价率X2和流动性不足X3对封闭式基金的市场交易价格的影响,导出了封闭式基金的市场交易价格的随机动态形式:P(X1,X2,X3,t)=exp(X1-1k(1-exp(-k(T-t)))X2-(T-t)X3+C(t)).
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福州大学学报:自然科学版
ISSN: 1000-2243
CN: 35-1337/N
Year: 2011
Issue: 1
Volume: 39
Page: 33-36
Cited Count:
SCOPUS Cited Count:
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count: -1
30 Days PV: 0
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