| Mellin变换在推广的欧式期权定价中的应用 |
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| 引用本文： | 程凤林,李乐.Mellin变换在推广的欧式期权定价中的应用[J].衡水学院学报,2011,13(4):95-96,101. |
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| 作者姓名： | 程凤林 李乐 |
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| 作者单位： | 1. 衡水学院数学与计算机科学学院,河北衡水,053000
2. 衡水市人力资源和社会保障局,河北衡水,053000 |
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| 基金项目： | 衡水学院青年专项课题(2010056) |
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| 摘 要： | 使用Mellin变换对推广的欧式期权定价模型进行了求解.充分体现了Mellin变换在求解经济模型中的适用性.
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| 关 键 词： | Mellin变换 欧式期权定价模型 经济模型 |
Mellin Transform Solution for the Promotion of European Options |
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| CHENG Feng-lin,LI Le.Mellin Transform Solution for the Promotion of European Options[J].Journal of Hengshui University,2011,13(4):95-96,101. |
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| Authors: | CHENG Feng-lin LI Le |
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| Institution: | CHENG Feng-lin1,LI Le2 (1.College of Mathematics and Computer Science,Hengshui University,Hengshui,Hebei 053000,China,2.Bureau of Human Resource and Social Security of Hengshui,China) |
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| Abstract: | In this paper,the model of European Options is studied by using Mellin Transform Solution.It fully reflects the Mellin transform using in economic model. |
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| Keywords: | Mellin transform solution European options economic model |
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