| 标的股票服从几何分数Liu过程的幂期权定价模型 |
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| 引用本文： | 胡华.标的股票服从几何分数Liu过程的幂期权定价模型[J].河南师范大学学报(自然科学版),2013,41(2):1-5. |
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| 作者姓名： | 胡华 |
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| 作者单位： | 宁夏大学数学计算机学院,银川,750021 |
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| 基金项目： | 国家自然科学基金，宁夏研究生教育创新计划项目 |
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| 摘 要： | 考虑到现实金融环境中存在着大量的模糊性,在标的股票遵循几何分数Liu过程的假设下,研究了幂型期权定价问题.给出了幂期权在模糊金融市场条件下的定价模型,并在不同参数值α的情况下给出数值算例.
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| 关 键 词： | 幂期权 定价模型 几何分数Liu过程 模糊过程 |
Power Option Pricing Model for Stock Price Follow Geometric Fractional Liu Process |
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| HU Hua.Power Option Pricing Model for Stock Price Follow Geometric Fractional Liu Process[J].Journal of Henan Normal University(Natural Science),2013,41(2):1-5. |
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| Authors: | HU Hua |
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| Institution: | HU Hua(School of Mathematics and Computer Science,Ningxia University,Yinchuan 750021,China) |
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| Abstract: | Considering a lot of fuzzy exist in the actual financial conditions,this paper deals with the pricing of power option.Under the assume that stock price follow geometric fractional Liu process,power option pricing model is obtained and examples are calculated with different parameters. |
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| Keywords: | power option pricing model geometric fractional Liu process fuzzy process |
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