摘要
本文讨论了一种变异期权——收益结构为二次式的欧式买入期权定价问题 ,在股票价格服从几何布朗运动的行为模型下 。
In this paper,we consider a kind of exotic option with yield function being quadratic,under the frame of stock prici is driven by a geometic brown motion,we deduce and European call option pricing formula.
出处
《数学理论与应用》
2003年第1期40-43,共4页
Mathematical Theory and Applications
