Journal of applied mathematics & informatics

  • 제5권1호
  • /
  • Pages.133-133
  • /
  • 1998
  • /
  • 2734-1194(pISSN)
  • /
  • 2234-8417(eISSN)
한국전산응용수학회 (The Korean Society for Computational and Applied Mathematics)
권호 표지

On the Representations of Generating Trading Strategy for Contingent Claims in Multidimensional Diffusion Model

  • 발행 : 1998.03.01

⟨ 이전 논문 다음 논문 ⟩

초록

키워드

참고문헌

  1. J. Political Economy v.81 The pricing of options and corporate liabilities F. Black;M. Scholes
  2. Point processes and queues P. Bremaud
  3. Arbitrage pricing of contingent claims S. Muller