摘要
研究了欧式幂期权的定价问题,根据风险中性估价原理,得到了这些期权的定价公式.
The problem of pricing of the European power options was studied. From the risk-neutral evaluation principle, we have obtained the pricing formulas of these options.
出处
《甘肃科学学报》
2005年第2期21-23,共3页
Journal of Gansu Sciences
关键词
幂期权
定价公式
风险中性估价
power options
pricing formula
risk-neutral evaluation
