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- 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.
- In this paper, we apply Laplace transform to obtain an integral representation for the solution for American call options with continuous dividend, and get a nonlinear Volterra integral equation of the second kind for the optimal exercise boundary. 本文利用Lalplace变换方法得到带连续红利的美式石看涨期权价格的积分表示,以及最优执行边界满足的一个非线性的第二类Volterra积分方程。 然后用数值积分公式给出了积分方程的数值觯,从而得到了带连续红利的美式看涨期权价格及其执行边界的数值解。
- The company declared a large dividend at the end of the year. 公司在年底宣布分发高额股息。
- The dividend pay is equivalent to one quarter of the pretax profit. 所付股息相当于税前利润的四分之一。
- An expression to be divided by another; a dividend. 被除数被另一个数除的表达式; 被除数
- A continuous inked ribbon used on output units. 在输出设备(如打印机)上使用的一种连续上油墨的色带。
- The brain needs a continuous supply of blood. 大脑需要连续不断地供血。
- A continuous course of stones supporting a wall. 墙基层支撑一堵墙的一组连续的石块
- The divisor is subtracted from the dividend. 从被除数中减去除数。
- the continuous dividend 连续红利率
- The company was forced to pass its dividend. 该公司被迫到期不分红。
- These shares yield a dividend of10%. 这些股票有一成的股利。
- Be this a continuous flight, or do we stop off anywhere. 我们是不著陆的连续飞行呢，还是要在中途的什麽地方停一停。
- Continuous assessment is made of all students' work. 对全体学生的功课作出连贯性的评定。
- An expression to be divided by another;a dividend. 被除数被另一个数除的表达式；被除数
- These share pay a dividend of 1.5p. 这些股票的股息为1。5便士。
- Our political institutions are in continuous evolution. 我们的政治制度正在不断发展中。
- These shares pay a dividend of 1.5p. . 这些股票的股息为1.;5便士
- The Group declared a final dividend of HK2.9 Cents. 集团宣派末期股息2.;9港仙。
- A continuous belt feeds components into the machine. 无极带把零件送入机器里。
