您要查找的是不是:
- When interest rate is constant, I have put forward option price formula of the discounted value of the European call option. 討論了當利率是常數時(shí) ;歐式看漲期權價(jià)格折現值所滿(mǎn)足的微分方程 .
- 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假設股票價(jià)格服從幾何布朗運動(dòng),在一個(gè)無(wú)套利的分析框架下給出了歐式期權價(jià)格的定價(jià)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. 對不允許融資和賣(mài)空的證券市場(chǎng),給出了股票收益率風(fēng)險的定義;
- 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. 對不允許融資和賣(mài)空的證券市場(chǎng),給出了看漲期權和看跌期權的定價(jià)公式,并討論了他們和相應B-S期權定價(jià)公式之間的關(guān)系;
- European call option pricing formula and put-call parity were obtained considering the price of stock dividends-payment and a jump-diffusion process. 得到了支付紅利的跳-擴散過(guò)程的歐式看漲期權的定價(jià)公式及歐式看漲看跌期權之間的平價(jià)公式。
- 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. 摘要股票承銷(xiāo)價(jià)格在臺灣傳統上是以證期會(huì )于1982年所訂定之計算公式(慣用公式)予以核算,但多年來(lái)一直頗受爭議。
- Tenders will be assessed in both technical and commercial aspects, with an auto-LPG pricing formula being used as an assessment tool. 政府將就技術(shù)和商業(yè)兩方面衡量投標書(shū),并以車(chē)用石油氣價(jià)格計算方案作為衡量工具。
- Suppose that underlying asset follows Constant Elasticity of Variance model(CEV). We derive pricing formula of binary option. 假設標的股價(jià)服從不變方差彈性(CEV)模型下,推導出兩值期權的定價(jià)公式。
- In the particular financial market,the pricing formula of European option and application in value of project are considered. 結合具體金融市場(chǎng) ,給出歐式期權的定價(jià)公式 ,并將其應用到項目?jì)r(jià)值的評估。
- By means of Girsanov theorem and martingale method, we obtain compound option pricing formula and hedging strategy of European contingent claim. 通過(guò)Girsanov定理和鞅表示方法,得到歐式未定權益的復合期權定價(jià)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. 比較分析了二項式期權定價(jià)量子模型新公式與經(jīng)典CRR定價(jià)公式,指出此兩者是互補存在的,有著(zhù)各自不同的適用范圍。
- At last the paper deduces the pricing formula of real option similarly American Option utilizing No-Risk Arbitrage Pricing Theory. 在此基礎上,運用無(wú)風(fēng)險套利原則,推導出變動(dòng)執行價(jià)格條件下的類(lèi)似于美式期權的實(shí)物期權的定價(jià)公式。
- By means of backward stochastic different equation and martingale methods,this paper obtaines general pricing formula of European contingent claim. 利用倒向隨機微分方程和鞅方法,得到歐式未定權益的一般定價(jià)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. 在假定股票支付連續的紅利率p,且服從跳一擴散過(guò)程時(shí)得到了股票價(jià)格又所滿(mǎn)足的隨機微分方程為擎一(r一。一*二(。,))“十。颯+u‘從Ot并且在此基礎上得到此類(lèi)支付紅利的跳一擴散過(guò)程下的歐式看漲看跌期權的定價(jià)公式及其它們之間的平價(jià)公式.
- Cheap goods have a ready sale and price remain firm for the present. 廉價(jià)商品的銷(xiāo)路相當好,而且目前價(jià)格穩定。
- 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)的假設下,討論了當利率為隨機變量時(shí)的期權定價(jià)問(wèn)題,給出了歐式買(mǎi)權與賣(mài)權的定價(jià)公式以及平價(jià)關(guān)系。
- The clerk attached a price tag to each article. 店員給每一件商品系上標價(jià)簽。
- It's almost impossible to agree on a unified basic price. 幾乎不可能商定一個(gè)劃一的基本價(jià)格。
- 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. 利用等價(jià)測度和鞅的方法,分別在以股票價(jià)格和以外匯市場(chǎng)的波動(dòng)率為選擇重設點(diǎn)依據的兩種情況下推導了它們的歐式看漲期權的定價(jià)公式。
- She peered at the tag to read the price. 她細看標簽以看清價(jià)格。