The path-dependent characteristic of American option results in it's pricing complexity and causes the pricing differences from American call option and put option.
美式期权的路径依赖特征导致了其定价的复杂性,并使得美式看涨、看跌期权之间的定价原理差异较大。
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 first chapter, the paper first introduced the definition of option, call option, American option, Europe option and then introduce the definition of barrier option.
本论文在第一章中首先介绍了期权、看涨期权、看跌期权、美式期权和欧式期权的概念,然后在此基础上引入了障碍期权的概念。
In the first chapter, the paper first introduced the definition of option, call option, American option, Europe option and then introduce the definition of barrier option.
本论文在第一章中首先介绍了期权、看涨期权、看跌期权、美式期权和欧式期权的概念,然后在此基础上引入了障碍期权的概念。
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