European option的例句大全

European Option Pricing Theory in Finance Mathematics

金融数学中的欧式期权定价方法

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 reviews the typical option pricing theories and the European option pricing models, makes detailed evaluation on them, and looks forward to the developing directions of the future option pricing theories.

回顾了经典的期权定价理论及欧式期权定价模型，对其进行了详细的评价，展望了未来期权定价理论的发展方向。

Via the framework of equivalent martingale measures, we derive the pricing formulas of European options with power payoffs ( if the option is in the money, at the time of maturity).

在等价鞅测度框架下，讨论了（在到期时刻）期权处于实值状态时支付函数为幂型的股票欧式期权定价公式。

The behavior model of stock price is studied. The results of Merton on European option pricing by martingale method are given.

研究了股票价格的行为模式，运用随机分析中的鞅方法推广了Merton关于欧式期权定价的结果。

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.

Pricing the European Option with Raising or Falling Limit

具有涨跌停的欧式期权定价

We will give the proof of the complete hedging of the European option.

并证明欧式期权的完全套期保值性。

The domestic and foreign scholars have done a great deal of research on the European option when the interest rate is constant or time is a deterministic function and many results have been gotten.

关于欧式期权的研究，在利率为常数或者是时间的确定性函数时，国内外学者已经做了大量地研究工作，得到了许多结果。

Numerical Computation on Path Dependent European Option with Fixed Trade Cost Rate

带交易费的路径依赖欧式期权的数值算法

By computing its terminal value, the model gives a fair price of European option-Black-Scholes formula independent on every investor' risk aversion.

公式，给出了期权价格满足的Black Scholes方程，通过求解Black Scholes方程的终值问题，给出了一个独立于每个投资人风险偏好的欧式期权的公平价格Black Scholes公式。

Black Scholes model has solved European option pricing in efficient market successfully.

BlackScholes模型 成功解决了有效证券市场下的欧式期权定价问题.

Finally, the analytic solutions of European option can be deduced on the CPI.

最后推导出了基于CPI指数 的欧式期权价格的解析解.

This paper deals with pricing theory and empirical study about European option pricing when stock prices obey exponential Generalized hyperbolic levy process.

本文研究股价服从指数广义双曲levy过程下的欧式期权定价理论，并以宝钢欧式看涨期权为例，通过技术方法实现定价。

Considering the pricing problem of european call option.

考虑欧式看涨期权的定价问题.

The author take European call option as the example, dissecting the conventional assumptions in Black-Scholes formulation.

我们以欧式看涨期权为例, 分析 Black -Scholes定价思路中的数理逻辑的演绎过程.

Ride service Uber, which enables users to instantly hail a taxi ride using their smartphone, will allow customers to book trips days or weeks in advance in London, the first European city to get the option.

让用户通过智能手机就能立刻打到车的打车服务商优步，将允许伦敦的乘客提前几天或几周预定出租车。这样一来，伦敦成为了第一个可以有这样选择的欧洲城市。

When interest rate is constant, I have put forward option price formula of the discounted value of the European call option.

讨论了当利率是常数时，欧式看涨期权价格折现值所满足的微分方程。

European Foreign Ministers have called for diplomacy rather than a military option to prod Iran to abandon its nuclear activities, despite lack of progress in talks with Iranian officials in Geneva.

尽管欧盟与伊朗官员在日内瓦的会谈没有取得进展，但欧洲各国外长仍呼吁通过外交途径，而不是军事手段推动伊朗放弃核活动。

We establish an generalized exponential O-U model with "jump", and the option value equation and the pricing formula of European call option are deduced under incontinuous stochastic interest rate model.

创建带跳跃的指数O-U随机过程扩展模型，并在利率为跳-扩散过程的假设下，给出了相应的期权价值方程以及欧式看涨期权的定价公式。