摘要
文章利用单个股票期货合约和股票的整体市场(股票市场的一揽子证券现货合约),运用引理和无套利定价原理,给出了单个股票定价的随机微分方程。
Following the Ito＇s formula and the principle discuss the stochastic differential equation of stock pricing （ a package of securities spot contracts）. of risk - free arbitrage, the aim of this paper is to by using stock futures contracts and the stock market
出处
《云南师范大学学报（自然科学版）》
2009年第3期23-26,共4页
Journal of Yunnan Normal University:Natural Sciences Edition
关键词
期货合约
Ito引理
无套利定价
futures contracts
Ito＇s formula
no - arbitrage pricing
