| 释义 |
European option
基本例句
期货期权
Black Scholes model has solvedEuropean optionpricing 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 ofEuropean optionand 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 pricingEuropean optionare 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 forEuropean optiona 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。
In this paper, we discuss the condition of exponential martingale for Ornstein-Uhlenbeck process model in detail and price bi-directionEuropean optiondriven 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。 |