摘要
文章综合运用随机微分理论和无套利原理推导出随机短期收益率函数波动源模型支付连续红利率时的期权定价方程
Applying the stochasitic differential theory and no-arbitriage theory by synthesis,this paper concluds the option pricing equation of the model of stock price fluctuation with the stochastic shortterm profect function when the dividend was paid continuously.
出处
《新疆师范大学学报（自然科学版）》
2005年第4期23-25,共3页
Journal of Xinjiang Normal University(Natural Sciences Edition)
关键词
波动源模型
连续红利率
期权定价
the model of stock pricing fluctuation
the continuous dividend
option pricing
