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- European lookback option 欧式回望期权
- Fourier Method for Pricing European Lookback Options with General Payoff Function 带一般收益函数的欧式回望期权定价的Fourier方法
- Pricing lookback option under CEV process CEV过程下回顾期权的定价问题研究
- It constructes a trinomial method to approximate the CEV process and use it to price lookback options. 通过构建一个三项式模型对CEV过程进行近似化处理并利用其为回顾期权进行定价 .
- This paper discusses the pricing of lookback options when the underlying asset follows the constant elasticity of variance (CEV) process. 讨论了当基础资产遵循不变方差弹性 (CEV)过程时回顾期权的定价问题 .
- It is finded, for lookback options, that the technique proposed by Babbs for the lognormal case can be modified to value laokback when the asset price follows the CEV process. 发现当资产价格服从 CEV过程时 ,Babbs提出的方法可修改用来为回顾期权定值
- Under the stochastic model of exponential Ornstein-Uhlenback process, the pricing formulas of lookback options with fixed strike prices are obtained by the martingale approaches. 利用期权定价的鞅方法，得到了指数O-U过程随机模型下固定履约价回顾型期权的定价公式。
- There are many clans in European countries. 欧洲国家有很多党派。
- Chinese cuisine is very different from European. 中国烹饪与欧洲烹饪有很大区别。
- The tour took in six European capitals. 那次观光包括欧洲六个国家的首都。
- 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。
- France knocked Belgium out (of the European Cup). 法国队将比利时队淘汰(出欧洲杯足球赛)了。
- You must do it; you have no option. 你必须做，你没有选择的余地。
- She is the only European in the class. 她是班上唯一的欧洲人。
- 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。
- The ship was in European waters. 船在欧洲水域航行。
- European History is not my province. 欧洲历史不是我的专业范围。
- He versed himself in European literature. 他精通欧洲文学。
