asian options中文,asian options的意思,asian options翻译及用法

2026-01-09 12:05 浏览次数 19

asian options

亚洲式期权

asian options 例句

英汉例句

  • the valuation of asian options is an important research topic of modern options pricing theories.

    本文介绍了期权定价理论之前沿问题——亚式期权估价的最新研究成果。

  • the connection of asian options and options on a traded account was studied in this paper.

    研究了亚式期权与交易帐户期权之间的关系。

  • asian options are path-dependent exotic options, their values depend on the average value of the original assets in the periods.

    亚式期权是路径依赖的复杂期权,它的价值依赖于标的资产在一定时期内的平均值。

  • for the decreasing of the influence of stocks value, the price of asian options is lower than the standard option, therefore it is more popular in the currency and the commodity markets.

    由于采用平均值可以减少价格波动的所带来的影响,从而亚式期权比类似的常规期权更便宜,因此在货币和商品市场中比较流行。

  • as a kind of strong path dependence options, asian options are one of the normal exotic options, and their execution are dependent on the stock average price.

    亚式期权作为一种强路径依赖期权,是新型期权中常见的一种,其执行与否取决于合同期内股票平均价格的高低。

  • because of the arithmetic average and geometric average of the stock price in the asian options pricing model, there are much more difficult in the pricing process.

    由于亚式期权定价模型中涉及到了股票价格的算术平均和几何平均,这使得在适用保险精算定价方法时比标準期权有些困难。

  • we are interested in the more realistic condition, which is the pricing formula for geometric asian options under stochastic interest rates.

    我们考虑了更实际的条件,即在随机利率下亚式期权的定价。

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