摘要
本文讨论了汇率期权的定价问题,给出了模型参数的估计方法.
In this paper, we develop the problem of pricing exchange rate option. The method of estimating the parameters is also discussed.
出处
《应用概率统计》
CSCD
北大核心
2002年第1期67-70,共4页
Chinese Journal of Applied Probability and Statistics