摘要
建立了一个弱型市场中股票价格的离散化模型 ,在贴现率为时间的函数和随机过程的两种情况下 。
A discrete model of stock price in the weak market was constructed, the optimal stopping times and reward of the investment were given in the cases of the discount rate is a function of time or a stochastic process.
出处
《华南理工大学学报（自然科学版）》
EI
CAS
CSCD
北大核心
2002年第2期5-8,共4页
Journal of South China University of Technology(Natural Science Edition)
