加载中…
2020-03-18
Options on infectious diseases
Andrew LesniewskiNicholas Lesniewski
文献摘要
We present a parsimonious stochastic model for valuation of options on the fraction of infected individuals during an epidemic. The underlying stochastic dynamical system is a stochastic differential version of the SIR model of mathematical epidemiology.
讨论
0讲解博客
生成讲解博客的中文版本
AI智能校验
生成AI智能校验的中文版本