摘要
为了计算矿产品的预期价格,分析了矿产品价格的成因和价格影响因素,指出矿产品的期货价格是现货价格的函数,并运用随机过程和期权方法,求出了矿产品现货价格的对数正态分布模型和其显式解。
In order to work out the expected price of a mineral product, in the paper the contributing factors and influence factors of mineral price are analyzed. It is pointed out that the futures price of mineral product is the function of its spot price. Meanwhile, the logarithm normal distribution model of spot price of mineral product is established and its explicit solution is achieved.
出处
《矿业研究与开发》
CAS
北大核心
2005年第4期4-6,39,共4页
Mining Research and Development
关键词
矿产品
价格
对数正态分布
布朗运动
期货
Mineral products, Price, Logarithm normal distribution, Brownian motion, Futures
