摘要
By Analyzing the behavior and character of derivative security, the authors established a pricing model of multiattribute derivative security whose underlying asset pricing process is a mixed process, and obtained a new model for option pricing of multiattribute derivatives based on mixed process, and improved some original results.
By Analyzing the behavior and character of derivative security, the authors established a pricing model of multiattribute derivative security whose underlying asset pricing process is a mixed process, and obtained a new model for option pricing of multiattribute derivatives based on mixed process, and improved some original results.
基金
Supported by the Natural Science Foundation of China (No. 79700022 ) and the AeronauticalFoundation of China(No. 95J55002 )
