外汇期权定价方法研究综述

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摘要外汇期权是一种有效的规避外汇风险的金融衍生工具。定价方法的研究是研究外汇期权的核心问题。本文针对目前国内外外汇期权定价方法的研究现状进行了总结归纳,并得出了相应的结论。

作者张晓黎孟卫东

机构地区重庆大学经济与工商管理学院

出处《商场现代化》北大核心 2008年第11期356-356,共1页

关键词外汇期权期权定价汇率

参考文献7

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商场现代化

2008年第11期

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