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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