| 非风险中性定价意义下幂函数族期权定价模型 |
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| 引用本文： | 潘坚,郭豫芳.非风险中性定价意义下幂函数族期权定价模型[J].长春师范学院学报,2007,26(5):15-17. |
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| 作者姓名： | 潘坚 郭豫芳 |
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| 作者单位： | [1]赣南师范学院数学与计算机系,江西赣州341000 [2]江西理工大学应用科学学院,江西赣州341000 |
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| 摘 要： | 利用偏微分方程基本解的方法,推导出非风险中性意义下的幂函数族看涨期权的定价公式和看涨-看跌期权的平价公式.
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| 关 键 词： | 幂函数族期权 偏微分方程基本解 期权定价 |
| 文章编号： | 1008-178X（2007）05-0015-03 |
| 修稿时间： | 2007-03-11 |
Pricing Formulas for Power-function Options with No Risk-Neutral Valuation |
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| PAN Jian,GUO Yu-fang.Pricing Formulas for Power-function Options with No Risk-Neutral Valuation[J].Journal of Changchun Teachers College,2007,26(5):15-17. |
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| Authors: | PAN Jian GUO Yu-fang |
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| Institution: | 1. Dept. of Maths, Gannan Normal College, Ganzhou 341000, China; 2. College of Application Science,Jiangxi University of Science and Technology, Ganzhou 341000, China |
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| Abstract: | By using the basic solution of the PDE theory, the pricing formulas for power function Call and Put options with no risk- neutral valuation are obtained. |
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| Keywords: | Power Function Options Basic Solution Optiorr Pricing |
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