您要查找的是不是：
- Tenders will be assessed in both technical and commercial aspects, with an auto-LPG pricing formula being used as an assessment tool. 政府将就技术和商业两方面衡量投标书,并以车用石油气价格计算方案作为衡量工具。
- European call option pricing formula and put-call parity were obtained considering the price of stock dividends-payment and a jump-diffusion process. 得到了支付红利的跳-扩散过程的欧式看涨期权的定价公式及欧式看涨看跌期权之间的平价公式。
- Suppose that underlying asset follows Constant Elasticity of Variance model(CEV). We derive pricing formula of binary option. 假设标的股价服从不变方差弹性(CEV)模型下,推导出两值期权的定价公式。
- In the particular financial market,the pricing formula of European option and application in value of project are considered. 结合具体金融市场 ,给出欧式期权的定价公式 ,并将其应用到项目价值的评估。
- By means of Girsanov theorem and martingale method, we obtain compound option pricing formula and hedging strategy of European contingent claim. 通过Girsanov定理和鞅表示方法,得到欧式未定权益的复合期权定价公式及其套期保值策略。
- This new formula is complementary with the classic CRR binomial option pricing formula and completes the binomial model. 比较分析了二项式期权定价量子模型新公式与经典CRR定价公式,指出此两者是互补存在的,有着各自不同的适用范围。
- At last the paper deduces the pricing formula of real option similarly American Option utilizing No-Risk Arbitrage Pricing Theory. 在此基础上，运用无风险套利原则，推导出变动执行价格条件下的类似于美式期权的实物期权的定价公式。
- By means of backward stochastic different equation and martingale methods,this paper obtaines general pricing formula of European contingent claim. 利用倒向随机微分方程和鞅方法,得到欧式未定权益的一般定价公式。
- When interest rate is constant, I have put forward option price formula of the discounted value of the European call option. 讨论了当利率是常数时 ;欧式看涨期权价格折现值所满足的微分方程 .
- Traditionally, Taiwan use the reference pricing formula enacted by SFC in 1982 to calculate the stock underwriting price, but such a method has been debated for many years. 摘要股票承销价格在台湾传统上是以证期会于1982年所订定之计算公式（惯用公式）予以核算，但多年来一直颇受争议。
- Black and Scholes put forward for European option a price formula, in which stock price is subject to Geometry Brownian movement in a non-arbitrage analysis framework. Black & Scholes假设股票价格服从几何布朗运动,在一个无套利的分析框架下给出了欧式期权价格的定价公式。
- Under the hypothesis of continuous dividend, if the continuous dividend rate is p ,then the price of stock St submit to the stochastic differential equation:we get European call and put option pricing formula and their parity. 在假定股票支付连续的红利率p，且服从跳一扩散过程时得到了股票价格又所满足的随机微分方程为擎一(r一。一*二(。，))“十。飒+u‘从Ot并且在此基础上得到此类支付红利的跳一扩散过程下的欧式看涨看跌期权的定价公式及其它们之间的平价公式.
- Under the hypothesis of underlying asset price being driven by ajump-diffusion process that is a count process discussed the option pricing when interest rate is random variable, we obtain the pricing formula of European call option. 在(1)的假设下,讨论了当利率为随机变量时的期权定价问题,给出了欧式买权与卖权的定价公式以及平价关系。
- We establish an generalized exponential O-U model with "jump" ,and the option value equation and the pricing formula of European call option are deduced under incontinuous stochastic interest rate model. 创建带跳跃的指数O-U随机过程扩展模型,并在利率为跳-扩散过程的假设下,给出了相应的期权价值方程以及欧式看涨期权的定价公式。
- At last,the paper derivates the pricing formula of European call option by using equivalent measure transformation and martingale methods for two cases: one is consider of stock price, the other is consider of the price of foreign exchange market. 利用等价测度和鞅的方法,分别在以股票价格和以外汇市场的波动率为选择重设点依据的两种情况下推导了它们的欧式看涨期权的定价公式。
- Provided that stock price process is a jump-diffusion process, the rate of return and the volatility are functions of time, the pricing formula of exponential European jump option can be obtained with the principle of equivalent martingale measure. 摘要假定股票价格过程服从跳跃－扩散过程，且无风险利率，股票收益率、波动率均为时间函数，利用等价鞅测度方法得出了支付函数为幂型的欧式期权定价公式。
- But in the real world, the riskless rate is usually stochastic.So this paper generalized the B-S model when the riskless rate was stochastic in chapter 3,and gave the related option pricing formula. 但是在现实世界中，无风险利率通常是 随机的，本文在第三章研究了在随机利率下标准B-S模型的推广问题,并给出 了相应的期权定价公式。
- To the security market with restricted borrowing and short sale unallowed, stock returns risk pricing formula is advanced and the demonstration analysis of China security market is provided. 对不允许融资和卖空的证券市场，给出了股票收益率风险的定义；
- For the security market with restricted borrowing and short sale unallowed, Options pricing formula are advanced, and the relation between them and Black-Scholes Options pricing formula is discussed. 对不允许融资和卖空的证券市场，给出了看涨期权和看跌期权的定价公式，并讨论了他们和相应B-S期权定价公式之间的关系；
- Under BGM and GK models, we review the derivations for the pricing formulas of interest rate caps. 分别在BGM与GK模型下，回顾利率上限契约价格公式的推导过程。
