| 基于连续复利定价模型的股指期货定价 |
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| 引用本文： | 霍锦霞,李曼生,李学仕.基于连续复利定价模型的股指期货定价[J].甘肃高师学报,2012,17(5):5-6. |
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| 作者姓名： | 霍锦霞 李曼生 李学仕 |
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| 作者单位： | 兰州城市学院数学学院,甘肃兰州,730070 |
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| 基金项目： | 甘肃城市发展研究院资助项目 |
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| 摘 要： | 在完全市场条件的假设下,讨论了连续复利定价模型在股指期货定价中的应用.
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| 关 键 词： | 连续复利 股指期货 |
Pricing Model Based on Continuous Compounding the Pricing of Stock Index Futures |
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| HUO Jin-xia,LI Man-sheng,LI Xue-shi.Pricing Model Based on Continuous Compounding the Pricing of Stock Index Futures[J].Journal of Gansu Normal College,2012,17(5):5-6. |
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| Authors: | HUO Jin-xia LI Man-sheng LI Xue-shi |
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| Institution: | (School of Mathematics,Lanzhou City University,Lanzhou Gansu 730070) |
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| Abstract: | In the complete market condition,to discuss continuous compound interest pricing model in the appication of stock index futures pricing. |
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| Keywords: | continuous compounding stock index futures |
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