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欧式期权;欧式选择权
1、future option───未来选择权
2、pocket option───袖珍选件
3、european tour───欧巡赛
4、charterers option───租船人选择权
5、european council───欧洲理事会
6、call option───看涨期权;购买选择权
7、conversion option───兑换选择权;转换期权
8、European───n.欧洲人;欧洲人的后裔;欧盟成员国国民;adj.欧洲的;欧洲人的;与欧盟有关的
9、option───n.[计]选项;选择权;买卖的特权
1、Why would you pay a higher price to obtain an american option rather than a similar European option?───您为什么会付一个更高的价获得美国选择而不是一个相似的欧洲选择?
2、European option: The right to buy a given quantity of a good or security at a specific time and at a specific price (the strike price).───欧洲选项:有权购买某一特定数量的一个良好的安全或在某一特定时间和在某一特定价格(履约价格)。
3、Using insurance actuary pricing, we gain the European option pricing model.───使用保险精算法,给出了欧式期权的定价公式。
4、This article research mentality is the European option price key aspect is the final stock price distribution.───由于欧式股票期权定价的关键因素是最终股票价格分布。
5、Implied volatility is the volatility that yields the same price as the market for a European option when substituted into the BS formula.───隐含波动率是使BS公式下得到的普通欧式期权的价格与市场价格相一致的波动率。
6、The B-S model still assumes the option is European Option while there are abundant American Option and Asian Option.───B-S模型假定期权是欧式期权,但实际市场中存在大量的美式期权与亚式期权。
7、In the particular financial market, the pricing formula of European option and 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。
8、These pricing formulas generalize the corresponding European option and European exchange option pricing on jump-diffusions.───该公式是标准跳扩散模型下的欧式期权及欧式交换期权定价公式的推广。
9、In this paper, we derive the pricing formulas for European option and exotic options by using Martingale method.───本文利用鞅方法重新推导出了欧式期权和一些奇异期权的定价公式。
1、By hedging strategy, the risk caused by stock normal volatility will be hedged, then a European option pricing equation and formulae whose underlying stock pricing process is mixed process are gotten.
2、This paper applies a binominal lattices approach to the valuation of venture investment decision, a compounded option of a European option and an American option.
3、Results The pricing formulae for European option and its parity are obtained under the underlying asset pricing process by mixed process with dividends-payment.
4、Using insurance actuary pricing , we gain the European option pricing model.