随机利率和随机波动率模型下的期权定价 - 免费论文教育网 关键词：随机 利率，随机波动率， 期权定价 [gap=546]keywords：stochastic interest; stochastic volatility; option pricing
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Stochastic Interest Rate Risk 随机利率风险
stochastic interest rate model 随机利率模型
stochastic interest rates 随机利率条件
stochastic interest force 随机利息力
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；
In this paper, we discuss the price interval of stock index futures with stochastic interest rates.
本文讨论了随机利率下股票指数期货的价格区间。
Under stochastic interest rate, the pricing problem on contingent claim on dividend paying stock was discussed.
在随机利率情形下，讨论了有红利支付的股票未定权益定价问题。
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