二叉树期权定价模型;
第三章研究美式期权的定价模型。
对于互换期权,在常数利率和随机利率假设下分别建立了定价模型;
We price exchange options under the constant interest rate and stochastic interest rate.
对于互换期权,在常数利率和随机利率假设下分别建立了定价模型;
We price exchange options under the constant interest rate and stochastic interest rate.
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