barrier options

 
  • 障碍期权

barrier options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. 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 .
  3. 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。
  4. Pricing of Barrier Options with Time Dependance
    时间依赖的关卡期权定价
  5. Pricing barrier options under CEV process
    不变方差弹性(CEV)过程下障碍期权的定价
  6. partial time end barrier options
    一般部分时间障碍期权

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