Four models of mean price option i.
文章为了解决以上两个方面问题,构建了平均价格期权、重新定价期权、双障碍期权和业绩比较期权等4种经理股票期权,并与传统经理股票期权进行对比分析,探讨了不同期权方案的特点及其适应范围。
Average Price Cal
平均价格买入期权权
Pricing of Basket Options Based on Generalized European Weighting Arithmetic Average Price;
广义欧式加权算术平均价格一揽子期权定价
weighted arithmetic average price index
加权算术平均价格指数
weighted harmonic average price index
加权调和平均价格指数
For calls: futures price+ premium+ expected basis.
对于买入期权是指期货价格加上期权金再加上预期基点。
Arithmetic Average Asian Options Pricing with Fixed Strike Price;
具有固定执行价格的算术平均亚式期权定价
Pricing Formula of Average Exercise Price Options in a Continuous Situation;
连续情形下平均执行价格期权的定价公式
Price formula for Geometry average Asian option with transaction costs;
浮动敲定价格的几何平均亚式期权的定价模型
call option:Option to purchase designated securities at a predetermined price within a specified time limit.
买入期权;购买期货权:指在限定的时间内,按预先确定的价格购买指定证券的选择权。
A type of option where the payoff is either zero or the amount by which the strike price exceeds the average price of the asset.
是一种零盈利的期权或者是执行价超过资产平均价格的期权。
A type of option where the payoff is either zero or the amount by which the average price of the asset exceeds the strike.
是一种零盈利的期权或者是资产的平均价格超过执行价的期权。
Pricing for European Weighted Geometric Average Value Asian Option;
跳跃—扩散型欧式加权几何平均价格亚式期权定价
The Optimization Approach for the Determination of the Implied Volatility through the Average Option Price;
由期权平均价格确定隐含波动率的最优化方法
So the option buyer's got the right to deal at the price he agreed,
因此,期权买方有权按协定价格交易,
DOWN AND OUT CALL OPTION PRICING MODEL WHEN STOCK PRICING PROCESS IS JUMP DIFFUSION PROCESS;
股票价格服从跳-扩散过程的下降敲出买入期权定价模型
An Approximate Close-form Formula of Deferred Arithmetic Average Asian Options;
延期算术平均亚式期权价格的一个近似封闭公式
For a long put, equal to the put value minus the premium. For a short put, equal to the premium minus the put value.
对于买入看跌期权的人,等于期权价值减去期权金。对于卖出看跌期权的人,等于期权金减去价值。
weighted average cost prices c.i.f.
加权平均的到岸成本价格
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