underlying asset

Its terminal payoff is not only connected with the price of underlying asset on the expiration date, but also depends on average price over a part or the whole of the life of the options.

其到期收益不仅与期权到期日的标的资产价格有关，而且还依赖期权合同期内标的资产在某段时间内或整个合同期内的平均价格。

Currency rate fluctuations can adversely affect the underlying asset value, also affecting the structured product price.

币兑换率的波动可对相关资产的价值造成负面影响，连带影响结构性产品的价格。

A derivative is a financial instrument whose payoff depends on an underlying asset, such as a stock or a future contract.

衍生品是一种金融工具，它们的到期日的损益依赖于基础资产，其基础资产可以是股票，股票指数，期货，利率等。

Stochastic life contingent claim with the underlying asset obeying jump-diffusion process

标的资产价格服从跳&扩散过程的具有随机寿命的未定权益定价

This paper studies the binomial tree methods and convergence of Asian option when the underlying asset in a market which follows a jump diffusion model.

本文研究当市场中标的资产的价格过程服从跳扩散模型时的亚式期权二叉树方法及其收敛性。

The multi-asset variance methodology is used to ? analyze price formation of 50 ETF and its underlying component stocks.

本文采用多资产方差分解法分析50ETF与标的成份股的价格形成过程.

If the underlying asset value follow the jump diffusion process with two-sided exponentially distributed jump, we obtain the conditional default arrival rate and the exact limit fo credit default swap price at the short end of the term structure.

对标的资产价值服从双指数跳扩散模型，得到了条件违约风险率和信用违约互换的短期价格极限。