The server is under maintenance between 08:00 to 12:00 (GMT+08:00), and please visit later.
We apologize for any inconvenience caused
Login  | Sign Up  |  Oriprobe Inc. Feed
China/Asia On Demand
Journal Articles
Laws/Policies/Regulations
Companies/Products
LOOKBACK OPTIONS PRICING WHEN PARAMETERS DEPEND ON STOCK PRICE
Author(s): 
Pages: 1091-1099
Year: Issue:  6
Journal: Journal of Mathematics

Keyword:  布朗运动期权定价修正的Black-Scholes模型回望期权;
Abstract: 本文研究了非线性模型下回望期权定价问题.利用泰勒近似处理,构造了回望期权的形式渐进解,推广了Black-Scholes模型有关回望期权的结论.
Related Articles
loading...