Stochastic stock process and its option pricing for a risk aversion stock market
- 所属机构名称:北京交通大学
- 会议名称:2008 IEEE Symposium on Advanced Management of Information for Globalized Enterprises, AMIGE 2008
- 成果类型:会议
- 会场:Tianjin, China
- 相关项目:非Black-Scholes 模型环境下的未定权益的定价和套期保值研究