But in the real world, the riskless rate is usually stochastic.So this paper generalized the B-S model when the riskless rate was stochastic in chapter 3,and gave the related option pricing formula.

  • 但是在现实世界中,无风险利率通常是 随机的,本文在第三章研究了在随机利率下标准B-S模型的推广问题,并给出 了相应的期权定价公式。
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