vulnerable european option pricing 脆弱期权定价 ; 脆弱
A European option 欧式期权
european option pricing 欧式期权定价
European style option 欧式期权 ; 欧式选择权
European option pricing model 欧式期权定价模型
Bi-direction European option 欧式双向期权定价 ; 欧式双向期权
American option and European option 美式期权与欧式期权
European Option of downtrend beat 欧式下降敲出买入期权
extensive european option 广义欧式期权
In 1973, F. Black & M. Scholes had published the famous paper —《Option Pricing and The Corporate liability》in which they had successfully solved the pricing problem of European option.
1973年,F. Black & M. scholes 发表了题为《期权定价与法人义务》的文章,成功求解了欧式期权定价问题。
参考来源 - 特定马氏骨架过程下外汇期权定价模型及其应用·2,447,543篇论文数据,部分数据来源于NoteExpress
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。
In this paper, we derive the pricing formulas for European option and exotic options by using Martingale method.
本文利用鞅方法重新推导出了欧式期权和一些奇异期权的定价公式。
These pricing formulas generalize the corresponding European option and European exchange option pricing on jump-diffusions.
该公式是标准跳扩散模型下的欧式期权及欧式交换期权定价公式的推广。
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