...汇率 三角套汇 期货保证金 维持保证金 盯市( marking to market ) 美式期权与欧式期权( American option and European option ) 买权与卖权( call option and put option ) 期权写契人( option writer ) 价内期权与价外期权 期权的内在价值 期权的时间...
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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。
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