췲랽쫽뻝
췲랽쫽뻝
췲랽쫽뻝
췲랽쫽뻝
췲랽쫽뻝
췲랽쫽뻝
췲랽쫽뻝
췲랽쫽뻝
基于最优动态利率模型的认股权证定价研究作者：杨宝臣， 李彪， YANG Bao-chen， LI Biao作者单位：天津大学管理学院,天津,300072刊名：系统工程学报英文刊名：JOURNAL OF SYSTEMS ENGINEERING年，卷(期)：2009,24(3)被引用次数：1次 参考文献(24条) H Q Likelihood ratio tests for model selection and non-nested hypothesis[外文期刊] 1989(02) W;Keneth W Hypothesis testing with efficient method of moments estimation[外文期刊] 1987(03) T A;Rosenfeld E R Stochastic processes for interest rates and equilibrium bond prices[外文期刊] 1983(02) F;Scholes M The pricing of options and corporate liabilities 1973(03) O An equilibrium characterization of the term structure 1977(02) M;Schwartz E A continuous time approach to the pricing of bonds[外文期刊] 1979(02) M;Schwartz E Saving bonds,retractable bonds,and callable bonds 1977(01)8.傅世昌 变执行价格认股权证定价研究[期刊论文]-云南财贸学院学报 2004(05)9.刘志强;金朝嵩 认股权证的等价鞅测度模型与数值方法[期刊论文]-经济数学 2004(02)10.周延 认股权证的定价模型及其应用 1998(05) B;Schultz P Pricing warrants:An empirical study of the Black-Scholes model and itsaltematives[外文期刊] 1990(04) R Theory of rational option pricing 1973(01) C;Monfort A;Renault E Indirect inference[外文期刊] 1993(Supp) D;Voung Q Model selection tests for nonlinear dynamic models 2002(01) F;Schwartz E Interest rate volatility and the term structure : A two-factor generalequilibrium S;Schwartz E A two factor model of the term structure: An approximate analyticalsolution[外文期刊] 1984(04) K;Karolyi F;Longstaff F An empirical comparison of alternative models of the short-terminterest rate[外文期刊] 1992(03) F;Karasinski P Bond and option pricing when short rates are lognormal 1991(04) J;White A Pricing interest-rate derivative securities 1990(04) F A non-linear general equilibrium model of the term structure of interest rates[外文期刊] 1989(02) D The term structure of interest rates in a partially observable economy[外文期刊]1989(03) S Consumption and equilibrium interest rate in stochastic production economies[外文期刊] 1984(01) J;Ingersoll J;Ross S A theory of the term structure of interest rates 1985(02)
U On the term-structure of interest rates[外文期刊] 1978(01) 引证文献(1条)1.范龙振 以1年期储蓄存款利率为状态变量的跳跃型广义Vasicek模型[期刊论文]-管理科学学报 2010(10) 本文链接：
