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汇率模型与期权定价 被引量:6

Exchange Rate Model and Option Pricing
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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
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