您要查找的是不是:
- 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。
- 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 .
- 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。
- Pricing of Barrier Options with Time Dependance 时间依赖的关卡期权定价
- Pricing barrier options under CEV process 不变方差弹性(CEV)过程下障碍期权的定价
- partial time end barrier options 一般部分时间障碍期权
- partial time start barrier options 部分时间开始障碍期权
- Kernel estimation barrier option 障碍期权
- Study of Numerical Methods for Pricing American Barrier Option 美式障碍期权的数值定价方法研究
- Numerical Method for Pricing American Barrier Option 美式障碍期权定价的数值方法
- Poor health may be a barrier to success. 健康欠佳可能成为取得成功的障碍。
- The horse took the barrier easily. 那匹马轻松地越过了障碍。
- Make a list of the various options. 列出可供选择的项目。
- He have get over the language barrier. 他已克服了语言障碍。
- A large crowd crushed past (the barrier). 大群的人挤过了(障碍物).
- The crowd linked arms to form a barrier. 群众臂挽著臂组成人墙。
- They soon overcame the language barrier. 不久他们便克服了语言上的障碍。
- The ice skater rammed into the barrier. 溜冰者撞到护栏上了。
- The lorry shaved the barrier, scraping its side. 那辆卡车掠过路障,刮坏了车身。
- You must do it; you have little option. 你必须做,你没有选择的余地。