This paper presents a no-arbitrage model of closed-form approximation for valuing basket options under a stochastic interest rate economy. 本文推导出在随机利率经济体系下,无套利条件之组合型选择权的近似封闭解。
Actuarial pricing approach to Europe option and exchange option under stochastic interest rates and O-U process 欧式期权和交换期权在随机利率及O-U过程下的精算定价方法
Actuarial Present Value Model of Life Insurance Portfolio under Stochastic Interest(SI) Rate 随机利率下寿险组合精算现值模型研究
Life insurance reserve and risk analysis with stochastic interest rates 随机利率下的寿险责任准备金与风险分析
Pricing European Contingent Claims Under Stochastic Interest(SI) Rate and Stochastic Life; the yield to maturity 随机利率和随机寿命下的欧式未定权益定价“到期率,收益率”