Application of Euro-options in Pricing for Pension

摘要：

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.

关键词： the plan of endowment insurance duration option

作者: CUI Yujie YU Baoli

作者单位: 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

会议类型: 国际会议

会议名称: The 3rd International Institute of Statistics & Management Engineering Symposium(2010 国际统计与管理工程研讨会 IISMES)

会议地点: 威海

会议语种:英文

页码: 516-520

在线出版日期: 2010-07-24（万方平台首次上网日期，不代表论文的发表时间）