On this basis, the pricing model of European contingent claim with stochastic life is discussed, and some pricing formulas of European contingent claim with stochastic life are obtained.
在此基础上,建立了具有随机寿命的欧式未定权益定价模型,并得到一些具体的欧式未定权益定价公式。
On this basis, the pricing model of European contingent claim with stochastic life is discussed, and some pricing formulas of European contingent claim with stochastic life are obtained.
在此基础上,建立了具有随机寿命的欧式未定权益定价模型,并得到一些具体的欧式未定权益定价公式。
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