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- W2363545518 abstract "In this paper, we mainly discuss the derivative security pricing problem for the untradable underlying assert. First, we derived the differential equation that the derivative security should satisfy. Next, we applied the approach to the bond pricing under the stochastic interest rate, and given the special functions of the expected drift rate and variance rate We obtained the explicit pricing formula." @default.
- W2363545518 created "2016-06-24" @default.
- W2363545518 creator A5050865233 @default.
- W2363545518 date "2000-01-01" @default.
- W2363545518 modified "2023-09-25" @default.
- W2363545518 title "Derivative Security Pricing Problem for the Untradable Underlying Asset" @default.
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