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- 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
- Make a list of the various options. 列出可供选择的项目。
- lookback options 回望期权
- american lookback options 美式回望期权
- You must do it; you have little option. 你必须做,你没有选择的余地。
- It is at your option to stay or leave. 去留随你的便。
- You must do it; you have no option. 你必须做,你没有选择的余地。
- She has taken an option on that piece of land. 她已取得那块土地的购置权。
- The former option favours the married man. 前一种选择对已婚男子有利。
- European lookback option 欧式回望期权
- lookback option 回望期权
- How many options are there open to us? 我们有几种选择的可能?
- Language courses are wrongly thought to be soft options. 人们误以为选修语言课程较轻松。
- The buyer has the option of canceling the contract. 买主有权撤消合同。
- We have the option of going or not. 我们有去或不去的选择自由。