股票收益为双曲分布时的欧式期权的定价公式
Pricing European Options When The Returns Have Hyperbolic Distributions
摘要
本文考虑的是股票收益为双曲分布时的欧式期权的定价问题。通过“风险中性定价”方法,得出以股票为标的资产的欧式期权的定价公式。
In this note, we attempt to introduce how to pricie uropean options when the returns have hyperbolic distributions.
出处
《湖南科技学院学报》
2005年第11期37-38,共2页
Journal of Hunan University of Science and Engineering
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