基于连续复利定价模型的股指期货定价
기우련속복리정개모형적고지기화정개
Pricing Model Based on Continuous Compounding the Pricing of Stock Index Futures
  • 万方数据
    甘肃高师学报 감숙고사학보
    JOURNAL OF GANSU NORMAL COLLEGES
    2012年 5期 5-6 ,共2页

    霍锦霞%李曼生%李学仕

    곽금하%리만생%리학사

    连续复利%股指期货 連續複利%股指期貨
    련속복리%고지기화
    continuous compounding%stock index futures
    在完全市场条件的假设下,讨论了连续复利定价模型在股指期货定价中的应用.
    재완전시장조건적가설하,토론료련속복리정개모형재고지기화정개중적응용.
    In the complete market condition,to discuss continuous compound interest pricing model in the appication of stock index futures pricing.
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