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- Black-Scholes pricing model has no analytical formula of American put options,thus it cannot get accurate solution. Black-Scholes定价模型对美式看跌期权不存在解析公式,无法求其精确解。
- Suppose that the price of underlying asset follows Constant Elasticity of Variance model (CEV).We derive the variational inequality equations with which American put option schemes complied. 摘要假设标的股价服从不变方差弹性(CEV)模型下,推导出美式看跌期权所遵循的变分不等方程。
- THE VALUATION OF AMERICAN PUT OPTIONS WITH STOCHASTIC VOLATILITY 随机波动率的美式期权定价(英文)
- The Differential Scheme of Pricing for American Put Options 美式看跌期权定价的差分格式
- The optimal exercise price of the American put option 美式看跌期权的最佳执行价格
- Bin-Tree Pricing for American Put Option Considering Dividends 分红对美式认沽权证行权价格影响下的二叉树定价
- Ruin Analysis for Erlang(2) Risk Process and American Put Option Erlang(2)过程的风险分析与美式看跌期权
- Simulating Pricing for American Put Options Based on Partial Least Square Method 基于偏最小二乘回归的美式期权仿真定价方法
- The Research on Bidding Strategies of Generation Companies Based on American Put Option Contracts 基于美式看跌期权合同的发电商竞价策略研究
- The Americans put a man on the moon in 1969. 美国人於1969年把人送上了月球。
- American put options 美式看跌期权
- American put option 美式看跌期权
- The out-of-the-money 49 put option gained as much as 100% intraday. 履约价为49美元的价外看跌期权当 天获利高达100%25。
- A put option is to a CDO what a horse-drawn carriage is to a Ferrari. 卖出期权属于抵押债权凭证的原始形式,就像马车之于法拉利跑车。
- Any Put Option traded could have earned a triple digits return intraday. 当日交易的任何看跌期权盘中都可能获得三位数的回报。
- It was the year the Americans put a man on the moon. 那是美国人把人送上月球的那一年。
- The Americans put $2m on Khun Sa's head, for good reason. 美国政府出资两百万美元悬赏坤沙的人头,当然有美国的理由。
- They are more likely, in fact, to buy cash pesetas, in order to hedge their put options. 实际上,他们更可能为了抛售他们的认沽期权而购买现金比塞塔。
- Options over a share price index. Index options are cash settled on exercise. See Call Option and Put Option. 指以股票价格指数为基础资产的期权,到期时,用现金结算股票指数差价。
- The volatility index using only put options (IVP) exhibits negative correlation to the spot index return, reflecting the market sentiment of fear. 本文所建立的卖权波动度指标IVP与同期的指数报酬率呈现显著的负相关,显示其具备反映市场恐慌情绪的能力。
