%0 Journal Article
%T Option Pricing Model Whose Underlying Asset Pricing Process Is Mixed Process<br>标的资产服从混合过程的期权定价模型
%A MA Chaoqun
%A CHEN Mumiao
%A <br>马超群
%A 陈牡妙
%J 系统工程理论与实践
%D 1999
%I 
%X By analizing the behavior of underlying asset price and changing the basic assumption of Black Scholes option pricing model to the assumption that the underlying asset pricing process is a mixed process, we obtain the presentation of a new model for option pricing whose underlying asset pricing process is mixed process and improve some original results.
%K option pricing
%K mixed process
%K underlying asset<br>期权定价
%K 混合过程
%K 标的资产
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=AEE266C142945B42&yid=B914830F5B1D1078&vid=2A8D03AD8076A2E3&iid=E158A972A605785F&sid=2001E0D53B7B80EC&eid=D997634CFE9B6321&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=16&reference_num=4