该词条未找到_海词词典

您要查找的是不是：

The author take European call option as the example, dissecting the conventional assumptions in Black-Scholes formulation. 我们以欧式看涨期权为例 ,分析Black -Scholes定价思路中的数理逻辑的演绎过程。
European call option pricing formula and put-call parity were obtained considering the price of stock dividends-payment and a jump-diffusion process. 得到了支付红利的跳-扩散过程的欧式看涨期权的定价公式及欧式看涨看跌期权之间的平价公式。
When interest rate is constant, I have put forward option price formula of the discounted value of the European call option. 讨论了当利率是常数时 ;欧式看涨期权价格折现值所满足的微分方程 .
By applying equivalent martingale measure transformation within the framework of our model,a closed form analytic solution for vulnerable European call option is given. 在这样的模型假定下;采用等价鞅测度变换方法;对有违约风险的欧式看涨期权给出了封闭形式的解析定价公式.
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)的假设下,讨论了当利率为随机变量时的期权定价问题,给出了欧式买权与卖权的定价公式以及平价关系。
Under the market conditions supposed in Black-Scholes model and assumption that an investment object is a European call option,in this paper an investment-consumption problem is investigated. A utility maximization model is constructed. 本文在Black-Scholes模型假设的市场条件下,假定投资者的投资对象中含有一个欧式看涨期权,讨论了在该情形下投资者如何进行投资和消费的问题。
We establish an generalized exponential O-U model with "jump" ,and the option value equation and the pricing formula of European call option are deduced under incontinuous stochastic interest rate model. 创建带跳跃的指数O-U随机过程扩展模型,并在利率为跳-扩散过程的假设下,给出了相应的期权价值方程以及欧式看涨期权的定价公式。
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. 利用等价测度和鞅的方法,分别在以股票价格和以外汇市场的波动率为选择重设点依据的两种情况下推导了它们的欧式看涨期权的定价公式。
In this paper, we present a European call option on pension annuity, which gives the holder of the contract the opportunity to buy a pension annuity benefit for a given (strike) price at age of retirement or any other age. 本文引入一种基于退休年金的欧式看涨期权 ;它赋予合约持有者在退休年龄或其它年龄以某一约定的价格 (执行价格 )购买一份退休年金受益的机会 .
In this paper, we study tile pricing problem of European call option written on a corporate bond and get a relationship between tile price of such option and that of a call option written on a risk-free bond. 本文研究了带有信用风险的企业债券的欧式衍生资产的定价方法，建立风险债券与无风险债券期权价格的相互关系。
PRICING OF A KIND OF BIVARIATE EUROPEAN CALL OPTION 一类双标的型欧式买权的定价
Pricing of European Call Option on Corporate Bond 企业债券的欧式期权的定价公式(英文)
The multi-asset land resources value includes the beginning cost and the end-time European call options,with the uncertainty of dynamic land supplying price and the flexibility choice of land sale on the market or not. 基于土地供应动态价格存在不确定性和期末土地资源的市场推广具有灵活性,土地资源的储备开发价值包括初始投资和期末看涨期权价值。
The Effect of Exchange Rate Risk to European Call Option Pricing 汇率对欧式看涨期权的影响
The Study for Price Formula of Discounted Value of the European Call Option 欧式看涨期权价格折现值的研究
main results as follows:(1) The pricing formula of European call option and the put-call parity relation are deduced; 在资产运动过程服从对数正态分布，利率服从Vasicek模型的假设下，利用风险中性定价原则，讨论了二元期权并得到了欧式买权的定价公式，以及买权和卖权的平价关系。
On the basis of the theory of option pricing,We study the connection between America call option and European call option; 基于期权定价的基本理论,研究美式看涨期权与欧式看涨期权之间的关系;
Under the hypothesis of exponential O-U process model and continuous stochastic interest rate,we obtain the option value equation and the pricing formula of European call option; 在股票价格服从指数O-U随机过程,利率为连续随机利率的模型假设下,给出了期权价值方程以及欧式看涨期权的定价公式;
European call option 欧洲方式的证券买进约定权利
Under the assumption condition of Black-Scholes formula ,use the theory of martingales and stopping time,get the conclusion that: the price of America call option equals the price of European call option; 在Black-Sc holes公式假设条件下,利用鞅和停时理论,得美式看涨期权的价格与欧式看涨期权的价格相等;