Stochastic Innovation Power Options Pricing Based on the Measure Transformation Methods
ZHAO Wei1, HE Jian-min2
1. School of Business, Huaihai Institute of Technology, Lianyungang 222001, China;
2. School of Economics and Management, Southeast University, Nanjing 210096, China
ZHAO Wei, HE Jian-min. Stochastic Innovation Power Options Pricing Based on the Measure Transformation Methods[J]. Chinese Journal of Management Science, 2009, 17(3): 34-39.