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欧式期权的Black-Scholes模型的修正
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作者 朱海燕 《连云港师范高等专科学校学报》 2005年第4期61-63,共3页
在Black-Scholes模型的基础上,通过改变B-S模型的基本假设,给出了几种基本的修正模型及定价公式。修正后的模型使得股票价格行为更接近现实市场的运作规律,从而更有实际意义。
关键词 期权 b—s期权定价模型 股票价括 b—s方程
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Spectra of Free Diquark in the Bethe-Salpeter Approach 被引量:1
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作者 YU Yan-Ming KE Hong-Wei +5 位作者 DING Yi-Bing GUO Xin-Heng JIN Hong-Ying LI Xue-Qian SHEN Peng- Nian WANG Guo-Li 《Communications in Theoretical Physics》 SCIE CAS CSCD 2006年第6X期1031-1039,共9页
In this work, we employ the Bethe-Salpeter (B-S) equation to investigate the spectra of free diquarks and their B-S wave functions. We find that the B-S approach can be consistently applied to study the diqaurks wit... In this work, we employ the Bethe-Salpeter (B-S) equation to investigate the spectra of free diquarks and their B-S wave functions. We find that the B-S approach can be consistently applied to study the diqaurks with two heavy quarks or one heavy and one light quarks, but for two light-quark systems, the results are not reliable. There are a few free parameters in the whole scenario which can only be fixed phenomenologically. Thus, to determine them, one has to study baryons which are composed of quarks and diquarks. 展开更多
关键词 bethe-salpeter equation DIQUARK sPECTRA
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