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- The numerical solution for pricing American options under stochastic volatility is considered. 摘要考虑随机波动率下美式期权定价问题的数值模拟求解。
- Then,for a given equivalent martingale measure,the optimal stopping problem of the permanent American option is solved. 本文在一个合适的等价鞅测度下;给出了带有事件风险的永久美式期权的定价及其最优停时.
- When analyzing R &D investment decision, R &D investment chance can been taken as American option of current investment opportunity. 在分析R &D投资决策时;把R &D投资机会理解为当前投资机会的美式买入期权.
- At last the paper deduces the pricing formula of real option similarly American Option utilizing No-Risk Arbitrage Pricing Theory. 在此基础上，运用无风险套利原则，推导出变动执行价格条件下的类似于美式期权的实物期权的定价公式。
- The models of American option and perpetual American option are a free boundary problem of parabolic partial differential equation and ordinary differential equation respectively. 在相应的基本假设下,美式期权的定价模型是一个抛物型偏微分方程自由边界问题,而永久美式期权的定价模型是一个常微分方程自由边界问题。
- We also discuss the risk management parameters (Greeks) of Single-asset Option, such as Delta, Theta, Vega and Rho, and compare the different property of Greeks of American Option to those of European Option. 计算探讨了单资本期权有关的风险控制参数Delta、Theta、Vega和Rho，数值比较了美式期权和欧式期权中这些参数的异同。
- UTILITY MAXlMlZATION PROBLEM ON AMERICAN OPTIONS 美式期权的效用最大化问题
- American option pricing of a special model 一类特殊模型的美式期权定价
- THE NUMERICAL METHODS FOR AMERICAN OPTION PRICING 美式期权定价问题的数值方法
- Asymptotic Behavior of American Option 美式期权价格的渐近性质
- A pricing method for American options on stocks with dividends 一种基于支付红利股票的美式期权定价方法
- Bill Gates is an American citizen. 比尔·盖茨是美国公民。
- A Finite Difference Method for American Option of Two Risky Assets 两资产的美式期权有限差分法
- He works at the American Embassy in Moscow. 他在莫斯科的美国驻俄大使馆工作。
- The American market turned roundsharply a week ago. 美国证券市场於一周前急遽反转。
- The Nestor or American philosophy. 美国哲学界中的耆宿。
- American girls are often very pretty. 美国女孩多很漂亮。
- Linear Complementary Problem and American Option Pricing 线性补问题与美式期权定价
- Many American are couch potatoes these days. 现在许多美国人都是电视迷。
- American civilization differs from ours. 美国的社会和生活方式和我们的不同。
