In particular, we focus on the such methods as deterministic arbitrage, ε arbitrage and interval pricing, with applications to both complete markets and incomplete markets.
介绍了期权定价理论的产生和发展 ;然后对期权定价方法及其实证研究进行了较详细的分类综述 ,突出综述了既适用于完全金融市场 ,又适用于非完全的金融市场的确定性套利定价方法、区间定价方法和ε-套利定价方法 ;最后 ,对各种方法的条件和特点进行了讨论和评价 。
Then the idea of non-arbitrage pricing is generalized into incomplete markets,and the ε-arbitrage pricing methods and the interval pricing methods of derivatives is obtained.
然后把无套利定价思想推广到了非完全市场 ,提出了衍生资产的ε -套利定价方法和区间定价方法。
The Policy Effect of the Marketization Reform of New Shares Issuance Pricing in China;
我国新股发行定价的市场化改革的政策效应
Analysis of issuing price of stock based on neutral net;
BP神经网络与股票发行定价
This study examines the institution of IPO pricing and its influence on the initial returns of new - listed A -shares.
本文研究了我国的新股发行定价体制以及不同体制下新上市A股的初始收益率特征。
Comparative Analysis of Pricing of Dividing up Demand Interval Equally and Pricing of Fixed Discount Ratio;
等分需求区间定价与折扣率定价的比较
THE NO-ARBITRAGE PRICING INTERVAL OF CONTINGENT CLAIMS UNDER TRANSACTION COSTS;
有交易费的未定权益无套利定价区间
Pricing method and arbitrage-free price interval for contingent claims;
或有要求权的定价方法及无套利价格区间
The price of this offering is fixed through accumulated bidding enquiry to the allotment subjects within the range of enquiry.
本次发行价格通过在询价区间内向配售对象累计投标询价确定。
Analysis of Endogenous Location and Strategy Monopoly Spatial Pricing
内生区位与独占厂商空间定价策略分析
A Static Voltage Stability Evaluation Method Based on Confidence Intervals
基于可信度区间的静态电压稳定性评价
Suggestions on Implementing Big Price Redaction for Railway Passenger Transport daring Particular Period of Time and in Particular Sections;
对铁路客运在特定时间特定区段实施大幅降价的建议
Valuation Method: Base price established in each class, zone values for land assigned, and identifying factors used to adjust land prices for variations between parcels.
评估方法:每类土地设定基准地价,制定土地分区价格并确定调整因素调整地块间的差别。
stability in finite interval
有限时间区间稳定性
Estimation and Uncertainty Assessment of Spatial Distribution of Soil Nitrogen Density in Densely Populated Rural
人口稠密区土壤氮密度空间分布估算及不确定性评价
On the Problem of Pricing and Utility Maximization with Random Interval Payoffs in One-period Setting
具有随机区间损益的单时期金融市场定价与效用优化研究
Quantitative estimation and spatial pattern analysis of ecological carrying capacity in northwestern China based on GIS
中国西北地区基于GIS的生态承载力定量评价与空间格局
inter-company pricing rule
联营公司间定价规则
a circumscribed space or area.
受限定的空间或区域.
Tourism resources appraise in Xigazê Region and regional division;
日喀则地区旅游资源评价及空间区划
A Decision Theorem on the Stability of Higher Dimensional Interval Matrix;
高维区间矩阵稳定性的一个判定定理
QUANTITATIVE ASSESSMENT AND ZONATION OF REGIONAL CRUSTAL STABILITY IN NORTHWEST YUNNAN;
滇西北地区区域地壳稳定性分区与定量评价
Economic Equilibrium Existence Theorem in Hausdorff Interval Space;
Hausdorff区间空间中的抽象经济平衡定理
CopyRight © 2020-2024 优校网[www.youxiaow.com]版权所有 All Rights Reserved. ICP备案号:浙ICP备2024058711号