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american lookback options 美式回望期权
It constructes a trinomial method to approximate the CEV process and use it to price lookback options. 通过构建一个三项式模型对CEV过程进行近似化处理并利用其为回顾期权进行定价 .
This paper discusses the pricing of lookback options when the underlying asset follows the constant elasticity of variance (CEV) process. 讨论了当基础资产遵循不变方差弹性 (CEV)过程时回顾期权的定价问题 .
It is finded, for lookback options, that the technique proposed by Babbs for the lognormal case can be modified to value laokback when the asset price follows the CEV process. 发现当资产价格服从 CEV过程时 ,Babbs提出的方法可修改用来为回顾期权定值
Under the stochastic model of exponential Ornstein-Uhlenback process, the pricing formulas of lookback options with fixed strike prices are obtained by the martingale approaches. 利用期权定价的鞅方法，得到了指数O-U过程随机模型下固定履约价回顾型期权的定价公式。
Pricing lookback option under CEV process CEV过程下回顾期权的定价问题研究
Fourier Method for Pricing European Lookback Options with General Payoff Function 带一般收益函数的欧式回望期权定价的Fourier方法
Bill Gates is an American citizen. 比尔·盖茨是美国公民。
He works at the American Embassy in Moscow. 他在莫斯科的美国驻俄大使馆工作。
The American market turned roundsharply a week ago. 美国证券市场於一周前急遽反转。
The Nestor or American philosophy. 美国哲学界中的耆宿。
American girls are often very pretty. 美国女孩多很漂亮。
lookback options 回望期权
Many American are couch potatoes these days. 现在许多美国人都是电视迷。
American civilization differs from ours. 美国的社会和生活方式和我们的不同。
American people use the word "fall" to mean autumn. 美国人用"fall"这个字来表示秋天。
He is an American of French ancestry. 他是法国血统的美国人。
The theory was advanced by an American professor. 该理论系一位美国教授提出的。
He is well read in American history. 他通晓美国历史。
He landed a job in a large American corporation. 他在一家美国大公司谋得一职。