Pricing Model of Multiattribute Derivatives Based on Mixed Process

作     者：田军 彭灿 刘源 

作者机构：School of Economics and Management Southwest Jiaotong University Chengdu 610031China Zhengzhou Inst. of Aeronautical Industry Management Zhengzhou 450005 China 

出 版 物：《Journal of Modern Transportation》 (现代交通学报（英文版）)

年 卷 期：2000年第17卷第2期

页      面：198-204页

学科分类：12[管理学] 0202[经济学-应用经济学] 02[经济学] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 020205[经济学-产业经济学] 08[工学] 082303[工学-交通运输规划与管理] 0823[工学-交通运输工程] 

基　　金：Supported by the Natural Science Foundation of China (No. 79700022 ) and the AeronauticalFoundation of China(No. 95J55002 ) 

主　　题：pricing model multiattribute derivatives mixed process 

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.