This paper studies the discrete time risk model with stochastic rate.
研究随机利率下离散时间保险风险模型。
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.
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；
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