Valuation of interest rate options based on the entropy pricing method under incomplete market

ZHOU RongXi;SUN Jun;XU jianRong

Journal of Beijing University of Chemical Technology ›› 2008, Vol. 35 ›› Issue (1) : 101-103.

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Journal of Beijing University of Chemical Technology ›› 2008, Vol. 35 ›› Issue (1) : 101-103.

管理与数理科学

Valuation of interest rate options based on the entropy pricing method under incomplete market

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{{article.zuoZheEn_L}}. {{article.title_en}}[J]. {{journal.qiKanMingCheng_EN}}, 2008, 35(1): 101-103

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Received	Revised	Published
2007-04-06	1900-01-01	2008-01-20
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2008-01-20

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