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- On Shares Option Pricing in the Jump-Diffusion Process of Dividend Award 支付红利跳-扩散过程的股票期权定价
- shares option pricing 股票期权定价
- The European B-S model of option pricing is extended. 对欧式期权定价的B-S模型进行了推广。
- Therefore, Black-scholes option pricing model can be used for stock pricing. 因此可以用布莱克-斯科尔斯期权定价模型对股票进行定价。
- This is backed out of option prices. 隐含波动率在期权价格决定上影响较大。
- There is no doubt that the share option does do wonders in producing billionaires. 毫无疑问，股票认购权在制造亿万富翁方面确实创造了奇迹。
- 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。
- Liu, S.I. and Y.C.Liu. (2008).Threshold-GARCH Option Pricing: A Trinomial Tree Approach. 陈韵文、刘淑莺及王仁宏(2005).;选择权评价模型-台湾上限型认购权证评价之实证研究;台湾金融财务季刊;第六辑第三期;123-140页
- The sense of ownership is so important that many progressive companies have ESOP (Employee Share Option Plans) to reward employees. 企业主人翁意识是非常重要的，许多公司都用员工持股方案来奖励员工。
- The basic roadmap of stock option pricing for gaming are studied through game theory. 运用博弈论，拟定了股票期权定价博弈的基本思路。
- Operationally, share option schemes are administered by the boards of directors of these companies and granted at their own discretion. 在运作上，股票认购权计划由董事会管理且股票认购权的授予也由其决定。
- This dissertation mainly study the option pricing problem of the extendible option. 本文主要研究可延期权的定价问题。
- Moreover, based on the characteristicsof VIP, option pricing theory is used to estimate the value of VLP. 在对投资项目价值的判定上，根据风险项目分阶段决策的特点，引入期权定价理论。
- Share option schemes, therefore, provide incentives for the management to either freeze or cut the dividend even where it may not necessarily be justifiable to do so. 因此，股票认购权计划会促使管理层认为在有理由时冻结或削减股息。
- 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。
- This paper develops a trinomial option pricing model that incorporates the first four moments of the stock return distribution. 提出了一个将股票收益分布的头四个动差结合起来的三项式期权定价模型。
- Through the theory of probability, we show the formula of the trinomial option pricing model for finite periods in a stock market. 利用概率论的理论;推导出了某一假定证券市场中有限周期买入期权的三项式期权定价公式.
- Moreover, the option pricing theory is applied to the analysis of decision making of sequential investment including information cost. 给出了信息成本的分类和计量方法，利用期权理论与方法对有信息成本的序列投资决策进行了分析。
- By means of Girsanov theorem and martingale method, we obtain compound option pricing formula and hedging strategy of European contingent claim. 通过Girsanov定理和鞅表示方法,得到欧式未定权益的复合期权定价公式及其套期保值策略。
- Do I have to pay Hong Kong Salaries Tax on the share option gain if I exercise the options in the future? 假若我将来行使这些股份认购权,我是否须就股份认购权利益缴付香港薪俸税?
