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- power payoffs european options 幂型欧式期权
- The Pricing Formulas of European Options with Power Payoffs 幂型支付的欧式期权定价公式
- Black-Scholes equation has given the analytical formula of standard European options . 经典Black-Scholes公式已经给出标准欧式期权的解析公式。
- Recommend quantitative target inventory levels for the six European options, assuming a weekly periodic review replenishment. 假设定期一周铺货盘点一次,请为所选的这六个欧洲国家,提供目标量化水准之建议.
- This Paper construct the mathematical model of stock prices,according to the model,investigate European options pricing. 根据股票价格运行周期规律 ,本文建立了股票价格的行为模型 ,并在此基础上研究了由股票产生的欧式期权定价
- Production outsourcing is considered as a series of European options and valuated by real option approach. 生产外包被看成是一种欧式期权并构建实物期权模型进行价值评价。
- In this paper, an efficient model is developed to price European options in the presence of proportional transaction costs, basing the pricing model of Davis. 本文在基于效用的期权定价法(utility based option pricing model)基础上,建立了一个基于双曲绝对风险厌恶效用函数(hyperbolic absolute risk aversion,简记为HARA)、并引入交易成本的欧式期权定价模型。
- Black Scholes model has solved European option pricing in efficient market successfully. Black Scholes模型成功解决了有效证券市场下的欧式期权定价问题。
- 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。
- In this paper,the formulas of the pricing European option are obtained by insurance actuary pricing without any other market assumption. 利用保险精算定价法;在对市场无其它任何假设条件下;获得了欧式期权的定价公式.
- 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。
- The king was shorn of his power by his nobles. 国王被手下的贵族们剥夺了权力。
- We also discuss the risk management parameters (Greeks) of Single-asset Option, such as Delta, Theta, Vega and Rho, and compare the different property of Greeks of American Option to those of European Option. 计算探讨了单资本期权有关的风险控制参数Delta、Theta、Vega和Rho,数值比较了美式期权和欧式期权中这些参数的异同。
- In this paper, we discuss the condition of exponential martingale for Ornstein-Uhlenbeck process model in detail and price bi-direction European option driven by Ornstein-in-Uhlenbeck process. 讨论了指数O-U过程模型所对应的指数鞅成立的条件,并用鞅方法定价了指数O-U过程模型双向欧式期权。
- Then we calculate out the theoretic price range of 22 trading days from 2004-1-5 to 2004-2-16 about several products by European option pricing model, and we compare the theoretic prices with the market prices. 接着选择了美元与日元、美元与欧元币种组合的两得宝和期权宝,利用欧式外汇期权定价模型计算出2004年1月5日到2004年2月16日间22个交易日不同产品的理论价格区间范围,并将理论价格与市场价格作了比较;
- The model of European option pricing for a given stochastic differential equation driven by the Brownian motion and Poisson process is obtained and the solution of the model is given out by using Ito formula and the method of stochastic differential. 针对布朗运动和泊松过程共同驱动下股票价格的随机微分方程;利用Ito公式和随机积分的方法;得到了该形式下欧式期权定价的模型;并给出了模型的求解.
- Open tender for purchasing power transformer. 公开招标购买电力运输设备。
- James unleashed his power on Susan in revenge. 杰姆斯利用权力报复苏珊。
- Industry is a heavy user of electric power. 工业需耗费大量的电力。
- There was a power cut and all the lights went out. 因停电所有的灯都熄灭了。