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- By applying the martingale pricing method in a world in which the logarithmic normal diffuse processes are expressed risk-neutral,we get European exchange rate call option related with the stock. 将对数正态扩散过程表达的随机过程转化为风险中性,并在此条件下用鞅定价方法推导出与股票相关联的欧式汇率买入期权的价格公式。
- Keywords convertible bonds;derivative pricing;complete decomposition pricing method;martingale pricing method;analytic formulae; 可转换债券;衍生证券定价;完全拆解定价法;鞅定价法;解析式;
- martingale pricing method 鞅定价方法
- New bond issue, Pricing model, Pricing method Bond has always been considered as an investme. 显示目录中国债券市场新债定价研究清华大学经济管理学院。
- Divided : Addition cost pricing method and target profit pricing, changes in cost pricing, breakeven Pricing four. 其分为：成本加成定价法、目标利润定价法、变动成本定价法、盈亏平衡定价法 四种。
- This paper proposes a new interruptible pricing method according to the reliability theory. 文中基于可靠性理论，提出一种新的可中断电价设计方案。
- Chinese banks should adopt a reasonable pricing method considering the different contexts while they learn from practices of foreign MBS pricing. 我国在借鉴国外经验对MBS定价的过程中，应充分考虑所处定价环境的差异，采用合理的定价方法。
- Besides, the government limited the price of a single pricing method artificial price profiteering, driving some speculative profits. 另外，政府限定房价的单一定价方式，人为造成差价暴利，驱动一些人投机获利。
- Clearly, commission charges declined significantly and substantially in May 1975, when negotiated rates became the pervasive pricing method. 清楚，手续费显著下降而实质上在1975年5月，谈判的比率成为这种遍布的定价方法。
- The lowest price method shall apply to projects of normatively ordered commodities and general services. 最低评标价法适用于标准定制商品及通用服务项目。
- For the best results, experts recommend the Price method: protection, rest, ice, compression and elevation. 为了达到最好的治疗效果，专家建议最好的方法：保护，休息，冷敷，压迫，（肢体）抬高。
- This paper uses the hedonic price method (HPM) to evaluate the benefits from ameliorating serious cardiovascular disease. 摘要本文以特徵价格法，衡量严重型心脏血管疾病之改善效益。
- The Martingale Pricing for Convertible Bond with Back Sell Treaty 附有回售条款的可转换债券的鞅定价
- The Martingale Pricing for Convertible Bond with back buy Treaty 附有回购条款的可转换债券的鞅定价
- Because of information imbalance, the Two-Part Pricing System and the high limit of price method in practice is not able to restrict the noncompetitive behavior. 由于信息不对称,目前的两部制电价以及传统的价格上限规制方法不能够有效地针对发电商的这种不完全竞争行为。
- Research purposes: The analysis of advanced experience of Japanese reasonable pricing method for highway engineering is made and its inspiration to China is summed up. 研究目的:分析日本公路工程合理定价方法的先进经验,总结对我国公路工程造价定价方法改革的启示。
- The telecom market is moving towards competition from monopolization and former telecom service pricing method appears inadaptability with new market environment gradually. 电信市场由垄断走向竞争，原来的电信业务定价方法和定价体系逐渐显现与新的市场环境的不适应性。
- The lowest industrial grade of zinc in a multi metal pyrite deposit was demonstrated again by geologic statistics method,price method and program comparison method. 利用地质统计法、价格法、方案比较法对北方某特大型多金属硫铁矿区的锌的最低工业品位进行了重新论证。
- The Martingale Pricing for Convertible Bond on Stocks with Dividends 标的股票支付红利的可转换债券的鞅定价
- 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。
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- 深远海浮式风电平台 - deep-sea floating wind power platform
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- 京雄高速公路 - Beijing-Xiongan expressway
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- 农业及相关产业增加值 - the added value of agriculture and related industries
