91直播

91直播：姚经 教授（苏州大学）

时间：2024年11月22日 16:00-

地点: 数统91直播 LD302

摘要：In this talk, we shall introduce two exotic options, namely the airbag option and the vulnerable Parisan option. We shall briefly illustrate the rationale on the two options and show the derived closed-form pricing formulas. These formulas are mainly based on the Laplace transform and we present numerical examples showing the well performance of the derived pricing formulas.

邀请人: 张志民

欢迎广大师生积极参与！