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本文建立了一类触发式汇率期权的定价模型,推导出了该期权简明的定价公式.
触发式汇率期权的一个定价公式
【摘 要】
：
本文建立了一类触发式汇率期权的定价模型,推导出了该期权简明的定价公式.
【机 构】
：
上海大学经济学院金融学系,上海,200436
【出 处】
：
第三届中国智能计算大会
【发表日期】
：
2009年期
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