一类带交易费用的含参数Black-Scholes模型
A generalization of Black-Scholes model with parameter and transaction costs
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摘要: 对Black-Scholes模型,讨论其在带有参数α及存在交易费用情形下的推广,得到了带有参数α及存在交易费用的衍生证券定价模型.Abstract: The Black Scholes model was generalized.A derivative securities pricing model with parameter and transaction costs was given.
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