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;
However, when the interest rate being stochastic, these are not more.
然而,当利率是随机变量时,目前的研究成果并不多见。
However, when the interest rate being stochastic, these are not more.
然而,当利率是随机变量时,目前的研究成果并不多见。
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