片语

European type option欧式期权

European share option欧式股票选择权

European lookback option欧式回望期权

European style option欧式期权

European Compounded Option欧式复合期权

european call option欧式看涨期权

European exotic option pricing欧式奇异期权定价

haha European style option欧式期权

英汉例句

• 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.

  通过对沖技巧，将股价正常波动引起的风险对沖掉，得到期权的定价方程及其定价公式。

• results the pricing formulae for european option and its parity are obtained under the underlying asset pricing process by mixed process with dividends-payment.

  结果得到支付红利的服从混合过程的股票期权定价公式及平价公式。

• there have been european option pricing formulas in complete market. however, option pricing with transaction cost has not been solved.

  完全市场条件下的欧式期权定价已有受欢迎的b-s定价公式，有交易成本的不完全市场期权定价还没有解决。

• in this article, we deal with pricing formula of european option on foreign currency by using actuarial approach.

  本文利用保险精算方法定价方法给出外汇期权的定价。

• these pricing formulas generalize the corresponding european option and european exchange option pricing on jump-diffusions.

  该公式是标準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。

• 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。

• 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。

• the main purpose of this article is to solve european option pricing and hedging in a jump-diffusion model in financial mathematics.

  本文的主要目的是解决金融数学中标的资产带跳的欧式期权的定价问题和套期保值。

• 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.

  利用二叉树方法，通过对一个欧式期权与一个美式期权构成的复合期权进行定价，完成对风险投资问题的估价。

• in the particular financial market, the pricing formula and hedging strategy of european option and bounds of the price on american call option are also considered.

  在具体金融市场，给出欧式期权的定价公式和套期保值策略，以及美式看涨期权价格的界。

• at the same time, we discuss the theory application of the model and give the pricing formula of coupon treasuries and european option pricing formula on coupon treasuries.

  同时，探讨了模型的理论应用，给出了息票国债与基于息票国债的欧式期权定价公式。

• using martingale methods, general pricing formula of european contingent claims is derived and european option and put-call parity is analyzed.

  利用鞅方法得到了欧式未定权益定价的一般公式，欧式看涨期权和看跌期权定价及平价关系。

• chapter4:the author discusses insurance risky securitization, designing and pricing of its products and emphasizes the european option pricing and perpetual american option pricing.

  第四章研究和探讨了保险风险证券化，涉及到保险证券化产品设计及其产品定价。

• 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。