{"title":"一种新的具有随机长期均值的随机波动率模型下欧式期权的封闭式定价公式","authors":"Xin‐Jiang He, Wenting Chen","doi":"10.1007/s11579-020-00281-y","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":48722,"journal":{"name":"Mathematics and Financial Economics","volume":"27 1","pages":"381 - 396"},"PeriodicalIF":0.9000,"publicationDate":"2020-10-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"36","resultStr":"{\"title\":\"A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean\",\"authors\":\"Xin‐Jiang He, Wenting Chen\",\"doi\":\"10.1007/s11579-020-00281-y\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":48722,\"journal\":{\"name\":\"Mathematics and Financial Economics\",\"volume\":\"27 1\",\"pages\":\"381 - 396\"},\"PeriodicalIF\":0.9000,\"publicationDate\":\"2020-10-23\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"36\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Mathematics and Financial Economics\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://doi.org/10.1007/s11579-020-00281-y\",\"RegionNum\":3,\"RegionCategory\":\"经济学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"BUSINESS, FINANCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Mathematics and Financial Economics","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1007/s11579-020-00281-y","RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}
期刊介绍:
The primary objective of the journal is to provide a forum for work in finance which expresses economic ideas using formal mathematical reasoning. The work should have real economic content and the mathematical reasoning should be new and correct.