Application of Euro-options in Pricing for Pension
This paper use Duration and finance mathematic base method including the method of finance engineering, the definition of the plan of endowment insurance, with the character of euro-option and the B-S mode, through this analysis we draw the conclusion that quantization mode of the improve value of pension funding.
the plan of endowment insurance duration option
CUI Yujie YU Baoli
College of science, North China University of Technology, Beijing, P.R.China, 100144 College of Economic and Management, North China University of Technology, Beijing, P.R.China,100144
国际会议
威海
英文
516-520
2010-07-24(万方平台首次上网日期,不代表论文的发表时间)