当前位置:范文大全 > 公文范文 > 离散分红下障碍期权的间接级数展开定价方法

离散分红下障碍期权的间接级数展开定价方法

时间:2025-08-02 06:36:19 浏览次数:

zoޛ)j馟i;mup?rz)z{b讗W)zbhrIGq诊xzwik)环境中标的资产有红利支付的欧式期权定价[J]. 经济数学, 2002, 19(4): 35-39.

[5] 贾兆丽, 杨舒荃, 华铎. 敲定时间为随机变量的情况下奇异期权定价问题研究[J]. 经济数学, 2017, 34(2): 79-83.

[6] Tian-Shyr Daia, Chun-Yuan Chiub. Pricing barrier stock options with discrete dividends by approximating analytical formulae [J]. Quantitative Finance, 2014, 14(8): 1367-1382.

[7] Fischer Black, Myron Scholes, The pricing of options and corporate liabilities [J]. Journal of Political Economy, 1973, 81(3):637-654.

[8] Steven E. Shreve. Stochastic Calculus for Finance II [M]. New York: Springer-Verlag, 2004: 243-250.

[9] A. Azzalini. A class of distributions which includes the normal ones [J]. Scandinavian Journal of Statistics, 1985, 12(2): 171-178.

相关热词搜索: 级数 期权 离散 分红 障碍