And pricing process respectively driven by an exponential of a Levy process, we obtain the accurate formulas of European option.
并给出了标的物价格服从指数levy过程的定价模型。
This paper considers the affection about exchange rate to the price of options, supposes that exchange rate and pricing process respectively driven by an exponential of a Levy process, uses an actuarial approach and some important quality of Levy process, and obtains pricing formula of European option on foreign equity options.
在考虑汇率对期权价格的影响下,对汇率和标的物价格过程都服从指数Levy过程的假设,利用保险精算法和Levy过程的一些重要性质,得到了此时汇率联动期权的定价公式。
The dynamics of domestic currency price of one unit of foreign currency,domestic and foreign bond rates are all described by exponential Lévy processes.
外币价格,国内外利率均用指数Lévy过程描述。
Study on estimation of process capability index of flavor with non-normal distribution;
非正态香精过程能力指数计算方法研究
The Estimate of Deviation in Calculation of Process Capability Index;
过程能力指数计算中的标准差估计
Comparison of process capability index and the process performance index based on individual observations;
单值数据的过程能力指数与过程性能指数比较
Pricing of Option When Underlying Asset Price Submitting to Exponential of a Levy Process Using Insurance Actuary;
指数levy过程下期权定价的保险精算方法
Insurance Actuary Pricing of Linked Exchange Rate Options under Exponential of a Levy Process;
指数Levy过程下汇率联动期权的保险精算定价
Numerical Pricing Asian Option on Stocks Driven by the NIG-Levy Process;
标的资产服从NIG-Levy过程的亚式期权数值定价分析
BSDE Associated with Levy Processes and Completion of a Levy Market with Power-Jump Assets;
带Levy过程的BSDE以及带power-jump资产的Levy市场的完备性
Structural Credit Risk Model Driven by Levy Process;
Levy过程驱动下的信用风险结构化模型
The Levy s Modulus of Continuity under the Context of Wiener Process of Equidistance;
Wiener过程下等间距分段加权和的levy连续模定理
Process Performance Index Calculation of Automatic Control Process;
自动控制过程的过程性能指数的计算
Design of Structural Reliability for Exponential-filtered Poisson Process Model
指数-滤过Poisson过程模型结构可靠性设计
Procedure or function %.*ls has too many arguments specified.
为过程或函数 %1! 指定的参数太多。
Some Research on Process Capability Analysis and Process Capability Indices;
过程能力分析与过程能力指数的有关研究
Study on Construction and Appraisal of Process Capability Index for Non-normal Processes;
非正态过程能力指数构建与评价研究
Studies on Double-exponential Decay of Ionization for H_2~+ Exposed to Intense Lasers;
H_2~+强光电离中的双指数衰减过程研究
The Relation of Process Capability Index C_(pm) and proportion Conformance;
过程能力指数C_(pm)与合格率的关系
Estimation on the Multivariate Process Capability Indices Based on Bootstrap Sampling;
基于Bootstrap抽样的多元过程能力指数估计
A Class of Process Capability Indices Based on Asymmetric Tolerances;
一类基于非对称偏差的过程能力指数
Settlement curve prediction method-index of deformation process method
沉降曲线预测方法-变形过程指数法
Quality Adjustment and Decision-making Process of Price Index
价格指数的质量调整方法及决策过程
Process Capability Index on Unilateral and Asymmetric Tolerance
单侧公差及非对称公差过程能力指数
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