摘要
分别假设金融资产为有连续红利支付和波动率是随机的股票,得到相应的亚式看涨期权的定价公式和算术平均亚式期权价格的上界.
Assumed that the financial asset is stock with consecutive capital bonus rate or stochastic volatility, the paper gets the corresponding pricing of the Asian call option and the upper bound of arthmetic average Asian option prices.
出处
《南京师大学报(自然科学版)》
CAS
CSCD
北大核心
2011年第1期6-11,共6页
Journal of Nanjing Normal University(Natural Science Edition)