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author:

陈晓杰 (陈晓杰.) [1] | 黄志刚 (黄志刚.) [2]

Indexed by:

CQVIP

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,椎导出股票指数期货的定价模型。

Keyword:

BLACK-SCHOLES方程 定价 股指期货

Community:

  • [ 1 ] 福州大学,福建福州350108

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Email:

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Source :

山东财政学院学报

ISSN: 1008-2670

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:

Chinese Cited Count: -1

30 Days PV: 1

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