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- Then we calculate out the theoretic price range of 22 trading days from 2004-1-5 to 2004-2-16 about several products by European option pricing model, and we compare the theoretic prices with the market prices. 接着选择了美元与日元、美元与欧元币种组合的两得宝和期权宝，利用欧式外汇期权定价模型计算出2004年1月5日到2004年2月16日间22个交易日不同产品的理论价格区间范围，并将理论价格与市场价格作了比较；
- A Utility Based European Option Pricing Model with Transaction Costs 引入交易成本的欧式期权效用定价模型
- European option pricing model 欧式期权定价模型
- 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。
- The model of European option pricing for a given stochastic differential equation driven by the Brownian motion and Poisson process is obtained and the solution of the model is given out by using Ito formula and the method of stochastic differential. 针对布朗运动和泊松过程共同驱动下股票价格的随机微分方程;利用Ito公式和随机积分的方法;得到了该形式下欧式期权定价的模型;并给出了模型的求解.
- 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。
- Study on European Gap Option Pricing Model 关于欧式缺口期权定价模型的研究
- 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。
- In this paper, an efficient model is developed to price European options in the presence of proportional transaction costs, basing the pricing model of Davis. 本文在基于效用的期权定价法(utility based option pricing model)基础上,建立了一个基于双曲绝对风险厌恶效用函数(hyperbolic absolute risk aversion,简记为HARA)、并引入交易成本的欧式期权定价模型。
- 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.
- Abstract: This paper develops a trinomial option pricing model that incorporates the first four moments of the stock return distribution. 文摘: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。
- This paper deals with using the option pricing model to evaluate intangible assets in small and medium-sized S&T enterprises. 摘要科技型中小企业科技含量高、无形资产大，其价值中心就是高度不确定的无形资产。
- This Paper construct the mathematical model of stock prices,according to the model,investigate European options pricing. 根据股票价格运行周期规律 ,本文建立了股票价格的行为模型 ,并在此基础上研究了由股票产生的欧式期权定价
- The main credit risk of fixed rate mortgages is default.The pricing model based on option pricing will undervalue the probability of default. 摘要固定利率住房抵押贷款的信用风险主要是违约风险，基于理性期权的定价模型往往会低估借款人的违约概率。
- Research on Some European Option Pricing Problems 关于欧式期权定价的若干问题的研究
- Combined with the real option approach, a twostage compound real option pricing model is built up and an analytical solution acquired using a reverse chronological order approach. 结合实物期权方法，建立相应的复合期权定价模型，采用逆时序方法求得解析解。
- Besed on the analysis of technology and market uncertainty of R&D project, a multi-step quadranomial option pricing model is presented for valuing an ongoing R&D project. 摘要在分析R&D项目技术和市场不确定性分布特征的基础上，提出多步骤四项式期权定价模型，用于R&D项目进展评估。
- vulnerable european option pricing 脆弱期权定价
- Ternary Pricing Model of European Option in Constant Type 定常型三叉树欧式期权定价模型
- Finally the article makes use of Black-Scholes option pricing model to calculate the overall country risk index, and then analyzes the country risk level of China and Chile under different guarantee levels. 本文最后利用Black-Scholes期权定价模型计算出国家风险费率作为出口信用保险机构评价国家经济风险的一个重要参考指标，并对我国及智利在不同担保水平下的国家风险费率水平进行了对比分析。
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海词词典，十七年品牌
