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- 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。
- 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。
- The Model And Pricing of The Double Barriers Option 双障碍期权的数学模型及其定价
- 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
- 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 .
- The Pricing Formula of Barrier Option Based on the Geometric Average Assets 障碍期权推广到几何平均资产情况下的定价公式
- The police put up barriers to control the crowd. 警察设置障碍物,藉以控制人群。
- The crowds were pressing against the barriers. 人群向著栅栏推挤。
- Poor health may be a barrier to success. 健康欠佳可能成为取得成功的障碍。
- You must do it; you have little option. 你必须做,你没有选择的余地。
- The authorities put up barriers and struck a blow against freedom. 当局设置了障碍物,反对为争取自由的斗争。
- It is at your option to stay or leave. 去留随你的便。
- The horse took the barrier easily. 那匹马轻松地越过了障碍。
- You must do it; you have no option. 你必须做,你没有选择的余地。
- She has taken an option on that piece of land. 她已取得那块土地的购置权。
- The former option favours the married man. 前一种选择对已婚男子有利。
- His contention was that world trade barriers should be lowered. 他的论点是应该减少世界贸易的障碍。
- He have get over the language barrier. 他已克服了语言障碍。