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- Study on the Solution of Geometric Asian Option Pricing Model under the CEV Process 服从CEV的几何亚式期权的定价研究
- Geometric Asian options 几何亚式期权
- People is dedicated to the studying on the Asian option pricing under geometric Browain movement previously, but few people study the option pricing under CEV process. 以前人们主要研究的是标的资产满足几何布朗运动的期权定价问题,对CEV模型的研究很少有人问津。
- The first paper to discuss Asian Options academically is Boyle and Emanuel(1980). 学术上第一次讨论亚式期权是Boyle and Emanuel(1980)。
- This is particularly important because majority of Asian options traded are discretely monitored. 这之所以重要的原因是市场上所交易的都是离散型亚式选择权。
- A form of Asian option whose strike equals the average underlier value over a specified period. 是亚式期权的一种,该期权的行使价等于特定期限内基础资产的平均价格。
- A form of Asian option whose payoff is linked to the average underlier value over a specified period. 是亚式期权的一种,到期时的回报将取决于在特定期限内基础资产的平均价格。
- Asian Option Pricing of European Weighted Geometric Average Value 欧式加权几何平均价格亚式期权定价
- Theses results place the problem of European-style Asian option and Asian barrier option pricing in the same complexity class as that of the vanilla option on the lattice. 这些结果,将以格点定价欧式亚式选择权以及亚式障碍选择权的复杂度降至与定价单纯期权的复杂度同个层级。
- Pricing Geometric Average Asian Options with Transaction Costs and Floating Strike Price 具有浮动敲定价和交易费的几何亚式期权定价
- Pricing of Asian Options with Discrete Geometric Average in the Jump-Diffuse Process 跳跃扩散型离散几何平均亚式期权的定价
- The Hedging Strate of Arithmetic Asian Options 算术型亚式期权的对冲策略
- in the end,we provide aanalytical price formula of continuous geometric average European Asian options by interlacing process. 最后以交错过程模型为例导出了几何平均亚式期权价格函数的解析表达式。
- THE HEDGING STRATEGY OF AN ASIAN OPTION 一种亚式期权的套期保值策略
- A Study of Asian Option Investment Policies 关于亚式期权投资策略的研究
- Not situated at or in the geometric center. 离心的不位于或在几何中心的
- That Asian stopped me and asked if I was Chinese. 那个亚洲人拦住我,问我是不是中国人。
- Asian Option Pricing and its Hedging Strategy 亚式期权定价及其套期保值策略
- An actuarial approach to Asian option pricing 亚式期权的保险精算定价
- Make a list of the various options. 列出可供选择的项目。