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- single barrier option 单障碍期权
- 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。
- At first, we study the temperature dependence of photoresponse of a single-barrier SLIP whose structure is a 15-period SL with a single barrier to know how to optimize its structure parameters. 为了瞭解如何将侦测器结构参数理想化,使之更适合在高温下操作,我们首先研究的是具有单一电流阻挡层的超晶格红外线侦测器中的光响应与温度的相依关系。
- 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 letter was written on a single sheet of paper. 这封信只用一张纸写成。
- One single, second class, to winchester, please. 买一张去温撤斯特单程二等票。
- He got over the stream with a single leap. 他一跃就跳过了小溪。
- Pricing of Barrier Options with Time Dependance 时间依赖的关卡期权定价
- The bridge crosses the river in a single span. 河上那座桥是单跨桥。
- Do you want a single or a return ticket? 你要单程票还是往返票?
- The Model And Pricing of The Double Barriers Option 双障碍期权的数学模型及其定价
- Is the material single width or double width? 这幅料子是单幅的还是双幅的?
- Pricing barrier options under CEV process 不变方差弹性(CEV)过程下障碍期权的定价
- I have had to work for every single penny I earned. 我挣的每一便士都是辛苦工作得来的。
- The huntsman fired a single shot at the lion and settled its hash. 猎人朝那只狮子开了一枪,把它打死了。