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- Theses results place the problem of European-style Asian option and Asian barrier option pricing in the same complexity class as that of the vanilla option on the lattice. 这些结果，将以格点定价欧式亚式选择权以及亚式障碍选择权的复杂度降至与定价单纯期权的复杂度同个层级。
- Karatzas introduced the pricing method of finantial barrier option on Black-Scholes model when the bonus rate is zero. We consider the investing tragity from this point and it demands that the bonus rate is not zero. Karatzas基于Black-Scholes定价模型基础介绍了红利等于零情况下对金融障碍期权的定价方法,我们以此作为出发点考虑项目投资策略的情况,而在障碍实物期权的模型中有对红利不等于零的要求。
- Kernel estimation barrier option 障碍期权
- Study of Numerical Methods for Pricing American Barrier Option 美式障碍期权的数值定价方法研究
- Numerical Method for Pricing American Barrier Option 美式障碍期权定价的数值方法
- We find that the prices of barrier options for the CEV process deviate significantly from those for lognormal process. For standard options, the corresponding differences between the CEV and Black Scholes models are relatively small. 就标准期权而言 ;CEV与 Black- Scholes模型之间的相关量相对较小 .
- The Pricing Formula of Barrier Option Based on the Geometric Average Assets 障碍期权推广到几何平均资产情况下的定价公式
- Poor health may be a barrier to success. 健康欠佳可能成为取得成功的障碍。
- The horse took the barrier easily. 那匹马轻松地越过了障碍。
- He have get over the language barrier. 他已克服了语言障碍。
- A large crowd crushed past (the barrier). 大群的人挤过了(障碍物).
- You must do it; you have little option. 你必须做,你没有选择的余地。
- It is at your option to stay or leave. 去留随你的便。
- The crowd linked arms to form a barrier. 群众臂挽著臂组成人墙。
- You must do it; you have no option. 你必须做，你没有选择的余地。
- They soon overcame the language barrier. 不久他们便克服了语言上的障碍。
- She has taken an option on that piece of land. 她已取得那块土地的购置权。
- Pricing of Barrier Options with Time Dependance 时间依赖的关卡期权定价
- The former option favours the married man. 前一种选择对已婚男子有利。
- The ice skater rammed into the barrier. 溜冰者撞到护栏上了。
