On the hypothesis of the underlying asset price following Lognormal Process in the two model, we can extend the way of asset price Logprofit Process 'approach to multi-asset options pricing.
在第二个模型中是在标的资产价格遵循对数正态过程假设下,把资产价格对数收益过程逼近方法扩展到多资产期权定价上。
Currency rate fluctuations can adversely affect the underlying asset value, also affecting the ETF price.
货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。
In the money: the state of an option when the price of the underlying asset is higher (in the case of a call option) or lower (in the case of a put option) than the option's strike price.
(期权)到价:指期权基础资产的价格高于(指看涨期权)或低于(指看跌期权)执行价的情况。
Binary option is also an exotic option, its value depends on whether the price of underlying asset is higher than strike price.
二元期权也是一种奇异期权,其收益取决于到期资产价格与执行价格的大小。
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。
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。
The other is that the volatility is assumed to be stochastic and the price of the underlying asset is a levy process, namely we can further promote the model on the basis of the first one.
假设波动率是随机的,且资产价格服从l evy过程,即在前述模型基础上作了进一步推广。
The other is that the volatility is assumed to be stochastic and the price of the underlying asset is a levy process, namely we can further promote the model on the basis of the first one.
假设波动率是随机的,且资产价格服从l evy过程,即在前述模型基础上作了进一步推广。
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