vulnerable european option pricing 脆弱期权定价 ; 脆弱
European option pricing model 欧式期权定价模型
European exotic option pricing 欧式奇异期权定价
Using insurance actuary pricing, we gain the European option pricing model.
使用保险精算法,给出了欧式期权的定价公式。
The main purpose of this article is to solve European option pricing and hedging in a jump-diffusion model in financial mathematics.
本文的主要目的是解决金融数学中标的资产带跳的欧式期权的定价问题和套期保值。
There have been European option pricing formulas in complete market. However, option pricing with transaction cost has not been solved.
完全市场条件下的欧式期权定价已有受欢迎的B - S定价公式,有交易成本的不完全市场期权定价还没有解决。
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