In addition, barrier option is also introduced and researched in the article, and as a new option, it has played more and more important role in financial exchange market.
此外,本文还对障碍期权进行了一些介绍和研究,它作为一种新型期权在金融交易市场的作用也越来越明显。
So how to simulate the actual operate in financial market via the reasonable option model become the study's mean-stream in the area of financial mathematics.
由此,如何构造合理的期权模型来模拟市场中的运作成为金融数学领域研究的主流。
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。
Up to now, the American option transactions are the most popular in the current financial market, thus, the research on American option pricing is particularly important.
目前在金融市场上交易的期权大部分是美式期权,因此对美式期权的定价研究工作就显得尤为重要。
In the particular financial market, the pricing formula of European option and application in value of project are considered.
结合具体金融市场,给出欧式期权的定价公式,并将其应用到项目价值的评估。
In the option trading market, dividends and transaction costs can't be avoided. Considering them in continuous-time market makes sense to develop option pricing theory and guide financial practice.
在期权交易的实际操作中,红利和交易费用是不可避免的,因此在时间连续的市场模型中考虑红利和交易费,对丰富期权定价理论及指导金融实践的都有着重要的意义。
In the option trading market, dividends and transaction costs can't be avoided. Considering them in continuous-time market makes sense to develop option pricing theory and guide financial practice.
在期权交易的实际操作中,红利和交易费用是不可避免的,因此在时间连续的市场模型中考虑红利和交易费,对丰富期权定价理论及指导金融实践的都有着重要的意义。
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