%0 Journal Article
%T The Waiting Valuation of Future''''s Hedging<br>期货市场套期保值的等待价值
%A YANG Chun-peng
%A WU Guo-fu
%A WANG Rui-hua
%A <br>杨春鹏
%A 吴国富
%A 王瑞华
%J 系统工程理论与实践
%D 2000
%I 
%X In this paper, we studied the waiting valuation of future's hedging problem, we obtained the explicit formula for the waiting valuation by using option formula.
%K future
%K option
%K hedging
%K waiting valuation of future's hedging<br>期货
%K 期权
%K 套期保值
%K 套期保值的等待价值
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=878D377EBEB15DBD&yid=9806D0D4EAA9BED3&vid=A04140E723CB732E&iid=708DD6B15D2464E8&sid=7801E6FC5AE9020C&eid=13553B2D12F347E8&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=0&reference_num=0