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- American option pricing of a special model 一类特殊模型的美式期权定价
- THE NUMERICAL METHODS FOR AMERICAN OPTION PRICING 美式期权定价问题的数值方法
- Linear Complementary Problem and American Option Pricing 线性补问题与美式期权定价
- Research of the Approximate Method for American Option Pricing 美式期权定价近似方法的研究
- Comparison of Three Kinds of Monte Carlo Methods for American Option Pricing 美式期权的几种蒙特卡罗仿真定价方法比较
- A New Type of Triple Tree Parameter Model for American Option Pricing 美式看跌期权定价的新型树图参数模型
- A Study about Convergence rate of a Monte-Carlo Method for American Option Pricing 对美式期权定价中一类蒙特卡洛过程收敛速率的研究
- An Analysis for Optimal Stopping of American Option Pricing Based on a Least Squares Regression 基于最小二乘法的美式期权定价的最优停时分析
- European Option and American Option Pricing with Stochastic Interest Rate and Their Applications 在随机利率条件下欧式期权、美式期权的定价及其期权定价理论的应用
- The Continuity Algorithm for Linear Complementarity Problem and American Option Pricing 线性补问题的连续性算法与美式期权定价
- A Study about Convergence rate of a Monte-Carlo Methodfor American Option Pricing 对美式期权定价中一类蒙特卡洛过程收敛速率的研究
- 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。
- American option pricing 美式看跌期权
- This is backed out of option prices. 隐含波动率在期权价格决定上影响较大。
- At last the paper deduces the pricing formula of real option similarly American Option utilizing No-Risk Arbitrage Pricing Theory. 在此基础上,运用无风险套利原则,推导出变动执行价格条件下的类似于美式期权的实物期权的定价公式。
- 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。
- An Application of the Control-variant Approaches in the American Options Pricing 控制变量技术在美式期权定价中的应用
- Then,for a given equivalent martingale measure,the optimal stopping problem of the permanent American option is 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.
- 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。
- When analyzing R &D investment decision, R &D investment chance can been taken as American option of 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.
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