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- By means of Girsanov theorem and martingale method, we obtain compound option pricing formula and hedging strategy of European contingent claim. 通过Girsanov定理和鞅表示方法,得到欧式未定权益的复合期权定价公式及其套期保值策略。
- Compound Option Model Based on Jump Process 基于跳跃过程的复合期权定价模型
- The main purpose of this paper is to study the models of compound options with timedependent parameters. 本文主要研究了参数依赖于时间的复合期权。
- Compound Option Model Based on Unequal Jump Probabilities 基于不相等跳跃概率的复合期权定价模型
- Pricing Convertible Bonds Based on Compound Option Model 可转换公司债券复合期权定价方法
- The Pricing Formula of Compound Option in Jump-Diffusion Model 跳-扩散模型下的复合期权定价公式
- Study on Compound Option Model Based on Asymmetric Volatilities 基于不对称性风险的复合期权定价模型
- You must do it; you have little option. 你必须做,你没有选择的余地。
- It is at your option to stay or leave. 去留随你的便。
- Oxygen enters into many compound bodies. 氧是许多化合物的组成部分。
- You must do it; you have no option. 你必须做,你没有选择的余地。
- She has taken an option on that piece of land. 她已取得那块土地的购置权。
- The former option favours the married man. 前一种选择对已婚男子有利。
- Pricing of Compound Option Driven by Multi Fractional Brownian Motions 多个分数次布朗运动影响时的混合期权定价
- Pricing of Compound Option in a Fractional Brownian Motion Environment 分数布朗运动环境中混合期权定价
- Air is a mixture, not a compound of gases. 空气是气体的混合物,不是化合物。
- Rose is a plant with compound leaves. 玫瑰是复叶植物。
- "Broad-shouldered" is a compound word. "Broad-shouldered"是个复合字。
- Common salt is a compound of sodium and chlorine. 食盐是钠和氯的化合物。
- My friend's family lives in the compound. 我朋友的家住在那个大院里。