| 一般性资产互换期权的定价 |
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| 引用本文： | 陆宝群,张健峰. 一般性资产互换期权的定价[J]. 数学的实践与认识, 2008, 38(21) |
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| 作者姓名： | 陆宝群 张健峰 |
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| 摘 要： | 研究了一般性互换期权的定价,这一期权有诸多应用.求出了这一期权的解析解.
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| 关 键 词： | 期权定价 互换期权 鞅 |
The Pricing of General Exchange Options |
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| LU Bao-qun,ZHANG Jian-feng. The Pricing of General Exchange Options[J]. Mathematics in Practice and Theory, 2008, 38(21) |
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| Authors: | LU Bao-qun ZHANG Jian-feng |
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| Abstract: | This paper studies the pricing of general exchange options,this option has much application,the paper presents the corresponding analytical solution. |
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| Keywords: | pricing of option exchange option martingale |
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