barrier option

 
  • 障碍期权

barrier option的用法和样例:

例句

  1. 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。
  2. Karatzas introduced the pricing method of finantial barrier option on Black-Scholes model when the bonus rate is zero. We consider the investing tragity from this point and it demands that the bonus rate is not zero.
    Karatzas基于Black-Scholes定价模型基础介绍了红利等于零情况下对金融障碍期权的定价方法,我们以此作为出发点考虑项目投资策略的情况,而在障碍实物期权的模型中有对红利不等于零的要求。
  3. Kernel estimation barrier option
    障碍期权
  4. Study of Numerical Methods for Pricing American Barrier Option
    美式障碍期权的数值定价方法研究
  5. Numerical Method for Pricing American Barrier Option
    美式障碍期权定价的数值方法
  6. We find that the prices of barrier options for the CEV process deviate significantly from those for lognormal process. For standard options, the corresponding differences between the CEV and Black Scholes models are relatively small.
    就标准期权而言 ;CEV与 Black- Scholes模型之间的相关量相对较小 .

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