| 基于期货合约和股票整体市场的股票定价模型 |
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| 引用本文： | 班利兵,于天慈,李伟,程毕陶.基于期货合约和股票整体市场的股票定价模型[J].云南师范大学学报(自然科学版),2009,29(3):23-26. |
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| 作者姓名： | 班利兵 于天慈 李伟 程毕陶 |
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| 作者单位： | 云南师范大学数学学院,云南,昆明,650092 |
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| 摘 要： | 文章利用单个股票期货合约和股票的整体市场（股票市场的一揽子证券现货合约），运用引理和无套利定价原理，给出了单个股票定价的随机微分方程。
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| 关 键 词： | 期货合约 Ito引理 无套利定价 |
Stock pricing model based on futures contracts and the stock market |
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| BAN Li-bing,YU Tian-ci,LI Wei,CHENG Bi-tao.Stock pricing model based on futures contracts and the stock market[J].Journal of Yunnan Normal University (Natural Sciences Edition),2009,29(3):23-26. |
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| Authors: | BAN Li-bing YU Tian-ci LI Wei CHENG Bi-tao |
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| Institution: | (Department of Mathematics , yunnan Normal University , kunming 6500922 , China) |
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| Abstract: | Following the Ito＇s formula and the principle discuss the stochastic differential equation of stock pricing （ a package of securities spot contracts）. of risk - free arbitrage, the aim of this paper is to by using stock futures contracts and the stock market |
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| Keywords: | futures contracts Ito＇s formula no - arbitrage pricing |
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