主管：中国科学院
主办：中国优选法统筹法与经济数学研究会
中国科学院科技战略咨询研究院
主办：中国优选法统筹法与经济数学研究会
中国科学院科技战略咨询研究院
Chinese Journal of Management Science ›› 2002, Vol. ›› Issue (6): 23-26.
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WU Yun, HE Jian-min
Received:2001-09-26
Online:2002-12-28
Published:2012-03-06
CLC Number:
WU Yun, HE Jian-min. Stvdy on the Solutions of Up-Knock-out Option Pricing Model[J]. Chinese Journal of Management Science, 2002, (6): 23-26.
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| [1] John C.Hull.Options,Futures,and Other Derivatives[M]. A Simon & Schuster Company,1997. [2] 茅宁.期权分析——理论与应用[M].南京:南京大学出版社,2000. [3] Black,Scholes.The pricing of Options and Corporate Liabilities[J].Journal of Political Economy,1973,81(7):637-655. [4] P.P.Boyle,S.H.Lau.Bumping Up Against the Barrier with the Binomial Method[J].Journal of Derivatives,Summer 1994,6-14. |
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