搜索结果: 1-1 共查到“应用数学 option pricing”相关记录1条 . 查询时间(0.046 秒)
The martingale approach for credit-risky exchange option pricing
Exchange option Girsanov’s theorem
2010/9/10
An exchange option allows its holder to exchange one asset for another at maturity. In this short paper, the martingale approach, which is based on Continuous martingale representation theorem and Gir...