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实物期权中放弃期权与增长期权的相互影响研究
杨春鹏1; 吴冲锋2; 吴国富3
2005
Source Publication系统工程理论与实践
ISSN1000-6788
Volume025Issue:001Pages:27
Abstract利用概率方法,研究了实物期权组合中放弃期权和增长期权之间的影响关系,并给出了具体的解析计算公式.
Language英语
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/48468
Collection中国科学院数学与系统科学研究院
Affiliation1.青岛大学
2.上海交通大学
3.中国科学院数学与系统科学研究院
Recommended Citation
GB/T 7714
杨春鹏,吴冲锋,吴国富. 实物期权中放弃期权与增长期权的相互影响研究[J]. 系统工程理论与实践,2005,025(001):27.
APA 杨春鹏,吴冲锋,&吴国富.(2005).实物期权中放弃期权与增长期权的相互影响研究.系统工程理论与实践,025(001),27.
MLA 杨春鹏,et al."实物期权中放弃期权与增长期权的相互影响研究".系统工程理论与实践 025.001(2005):27.
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