| 释义 |
American option
基本例句
现货期权
Then,for a given equivalent martingale measure,the optimal stopping problem of the permanentAmerican optionis solved.本文在一个合适的等价鞅测度下;给出了带有事件风险的永久美式期权的定价及其最优停时.
When analyzing R &D investment decision, R &D investment chance can been taken asAmerican optionof current investment opportunity.在分析R &D投资决策时;把R &D投资机会理解为当前投资机会的美式买入期权.
The models ofAmerican optionand perpetualAmerican optionare a free boundary problem of parabolic partial differential equation and ordinary differential equation respectively.在相应的基本假设下,美式期权的定价模型是一个抛物型偏微分方程自由边界问题,而永久美式期权的定价模型是一个常微分方程自由边界问题。
American optionpricing of a special model一类特殊模型的美式期权定价 |