The pricing of the American option is one of the most important questions in financial statistics.
美式期权的定价问题是当前金融统计学面临的重要研究课题之一。
Belonging to the American-to-equity options, and the American option has been difficult to accurate pricing for its analytical solution.
转股权属于美式期权,而美式期权一直难有精确解析解为其定价。
The MFS method has been expanded to the American option of single asset after considering the characteristics of MFS and American option.
在考虑了美式期权的特点与MFS方法的特性之后,将MFS方法推广到了美式期权的求解。
In the fifth chapter, we establish the mortgage loan model according to the American option, and deviate the partial different equation by no arbitrary principle.
第五章主要研究基于美式期权建立抵押贷款模型,并利用无套利原理导出对应的微分方程。
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。
This paper creatively develops the convertible bond pricing model based on Partial Least Square Regression(PLS). We formulate this model from the American option pricing model based on PLS.
本文原创地提出了基于偏最小二乘回归(PLS)的可转债定价模型,将基于PLS的美式期权定价方法拓展到了可转债的定价;
It also lets you submit words of your own, and gives you the option of British or American English.
并且它允许你提交自己的单词以及供你选择是英式英语或是美式英语。
American customers also have the option of receiving text messages with status updates.
美国客户还有一个选项,可以在更新状态时接收文字信息。
In the meantime, in Israel as in Iraq, the best option for American interests is withdrawal.
在此期间,不论是在以色列还是在伊拉克,美国最好的做法就是撤离那里。
Austerity is not an option at the moment (though private American saving is increasing!), and it's hard to see the good in offering a meagre stimulus package.
俭省不是这一刻的选项(尽管美国人个人储蓄正在增加!)提出一套紧巴巴的刺激方案难以看出有什么好。
He played down any need to nationalize American Banks, without specifically ruling out the option.
在是否需要对美国银行国有化问题上,他很低调,但也没有否认这种可能性。
American option: the right to buy a given quantity of a good or security at or before a specific time and at a specific price (the strike price).
美式期权:有权购置某一特定数量的一个好或平安时或之前,详细时间和在某一特定价钱(履约价钱)。
The path-dependent characteristic of American option results in it's pricing complexity and causes the pricing differences from American call option and put option.
美式期权的路径依赖特征导致了其定价的复杂性,并使得美式看涨、看跌期权之间的定价原理差异较大。
The stock option is the most important long encourage way in American listed company and draw up the listed company, high-tech company.
股票期权是美国上市公司及拟上市公司、高科技公司最重要的长期激励方式。
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。
Chapter three studies the model of American option pricing.
第三章研究美式期权的定价模型。
In this paper, the pricing of American option in infinite time and optimal expiration time are given.
该文给出了无限期美式期权的定价公式以及最优实施期。
As an effective mode of incentive and reward, the proprietor's stock option project were widely used in western country in the lead of American.
经营者股票期权方案作为一种有效的激励方式、薪酬方式已在美国等西方国家得到广泛应用。
The intent of this paper is to discuss the critical property of price and optimal exercise boundary of American option when the expiry date runs to infinite in a jump-diffusion model.
本文研究标的资产价格过程服从跳扩散模型时美式期权价格及其最佳实施边界当到期日趋于无穷大时的渐近分析。
The paper discusses the character of strike price in pricing real option similarly American option and describes it using Geometric Brownian Motion.
本文通过对类似于美式期权的实物期权的执行价格的特征进行分析,并运用几何布朗运动对其进行了描述。
We study the asymptotic behavior for price and optimal exercise boundary of American option when the expiry date goes to infinity.
讨论美式期权价格及最佳实施边界在执行日期趋于无穷大时的渐近性态。
It refers to exercise the right of securities and options before the maturity date. For example, American option can be exercised at any time before maturity date.
指在证券或期权的到期日之前便行使权利。例如美式期权,该期权可在到期日前任何一天履行合约。
In the first chapter, the paper first introduced the definition of option, call option, American option, Europe option and then introduce the definition of barrier option.
本论文在第一章中首先介绍了期权、看涨期权、看跌期权、美式期权和欧式期权的概念,然后在此基础上引入了障碍期权的概念。
The expected discounted payoff corresponding to the optimal parametric exercise boundary is the final result for the American basket option price.
这个根据参数形式的最优可执行边界得出的期望贴现收益就是我们所求的美式一篮子期权价格。
Using the critical estimates of parabolic type partial differential equation. we obtain the error estimates of price and optimal exercise boundary of American option in a jump-diffusion model.
利用抛物型偏微分方程的极值原理,得到了带跳扩散模型下美式期权价格及最佳实施边界的误差估计。
The second option sis Fulham veteran Antti Niemi, 36, who has lost his first team place at Craven Cottage to the American Kasey Keller.
第二选择是富勒姆36岁老将安蒂·尼米,他在主力门将的争夺中败给了美国球员卡塞。凯勒。
The pricing problem of the American Put option and volatility estimate are currently studied as two of the important items in the option pricing theory.
美式看跌期权定价和波动率估计是期权定价理论中的两个重要问题。
The pricing problem of the American Put option and volatility estimate are currently studied as two of the important items in the option pricing theory.
美式看跌期权定价和波动率估计是期权定价理论中的两个重要问题。
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