价格波动源模型下欧式上入局期权的鞅定价

价格波动源模型下欧式上入局期权的鞅定价

朱丹

Martingale Pricing of the European Up-and-In Calls Under the Models of Stock Price Fluctuation

ZHU Dan

journal6 . 2006, (3): 23 -26 .