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- Black Scholes model has solved European option pricing in efficient market successfully. Black Scholes模型成功解决了有效证券市场下的欧式期权定价问题。
- The model of European option pricing for a given stochastic differential equation driven by the Brownian motion and Poisson process is obtained and the solution of the model is given out by using Ito formula and the method of stochastic differential. 针对布朗运动和泊松过程共同驱动下股票价格的随机微分方程;利用Ito公式和随机积分的方法;得到了该形式下欧式期权定价的模型;并给出了模型的求解.
- Then we calculate out the theoretic price range of 22 trading days from 2004-1-5 to 2004-2-16 about several products by European option pricing model, and we compare the theoretic prices with the market prices. 接着选择了美元与日元、美元与欧元币种组合的两得宝和期权宝，利用欧式外汇期权定价模型计算出2004年1月5日到2004年2月16日间22个交易日不同产品的理论价格区间范围，并将理论价格与市场价格作了比较；
- Research on Some European Option Pricing Problems 关于欧式期权定价的若干问题的研究
- vulnerable european option pricing 脆弱期权定价
- European Option Pricing and Hedging Driven by the Levy Process Levy过程驱动下的欧式期权定价和套期保值
- This Paper construct the mathematical model of stock prices,according to the model,investigate European options pricing. 根据股票价格运行周期规律 ,本文建立了股票价格的行为模型 ,并在此基础上研究了由股票产生的欧式期权定价
- A Utility Based European Option Pricing Model with Transaction Costs 引入交易成本的欧式期权效用定价模型
- The European B-S model of option pricing is extended. 对欧式期权定价的B-S模型进行了推广。
- European Option and American Option Pricing with Stochastic Interest Rate and Their Applications 在随机利率条件下欧式期权、美式期权的定价及其期权定价理论的应用
- European option pricing 欧式期权定价
- European option pricing model 欧式期权定价模型
- In the particular financial market,the pricing formula of European option and application in value of project are considered. 结合具体金融市场 ,给出欧式期权的定价公式 ,并将其应用到项目价值的评估。
- In this paper,the formulas of the pricing European option are obtained by insurance actuary pricing without any other market assumption. 利用保险精算定价法;在对市场无其它任何假设条件下;获得了欧式期权的定价公式.
- This is backed out of option prices. 隐含波动率在期权价格决定上影响较大。
- European call option pricing formula and put-call parity were obtained considering the price of stock dividends-payment and a jump-diffusion process. 得到了支付红利的跳-扩散过程的欧式看涨期权的定价公式及欧式看涨看跌期权之间的平价公式。
- 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。
- When interest rate is constant, I have put forward option price formula of the discounted value of the European call option. 讨论了当利率是常数时 ;欧式看涨期权价格折现值所满足的微分方程 .
- Therefore, Black-scholes option pricing model can be used for stock pricing. 因此可以用布莱克-斯科尔斯期权定价模型对股票进行定价。
- Black and Scholes put forward for European option a price formula, in which stock price is subject to Geometry Brownian movement in a non-arbitrage analysis framework. Black & Scholes假设股票价格服从几何布朗运动,在一个无套利的分析框架下给出了欧式期权价格的定价公式。
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