Option Pricing Formulae for Generalized Stock Models

被引：0
|
作者：
Gao, Xin [1 ]
Chen, Xiaowei [1 ]
机构：
[1] N China Elect Power Univ, Sch Math & Phys, Beijing 102206, Peoples R China
来源：
PROCEEDINGS OF THE EIGHTH INTERNATIONAL CONFERENCE ON INFORMATION AND MANAGEMENT SCIENCES | 2009年 / 8卷
关键词：
Finance; Fuzzy Process; Option Pricing; Liu Process;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
The stock model and option pricing problem are central contents in modern finance. In this paper, a generalized stock model for financial market is proposed and the European option pricing formulae for the generalized stock model are computed.
引用
收藏
页码：680 / 682
页数：3
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