搜索结果: 1-2 共查到“商品流通经济学 Pricing”相关记录2条 . 查询时间(0.078 秒)
Improved Frechet bounds and model-free pricing of multi-asset options
copulas Frechet-Hoeffding bounds concordance order
2010/10/19
We compute the improved bounds on the copula of a bivariate random vector when partial information is available, such as the values of the copula on the subset of $[0,1]^2$, or the value of a function...
Information Asymmetry in Pricing of Credit Derivatives
Information Asymmetry Pricing Credit Derivatives
2010/10/18
We study the pricing of credit derivatives with asymmetric information. The managers have complete information on the value process of the firm and on the default threshold, while the investors on the...