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。
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。
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