亚式期权有两种理论上的表示方式,即采用算术平均法计算资产价格的平均值和采用几何平均法计算资产价格的平均值。
There are two means to measure the average prices of the assets in an Asian option theoretically: with the arithmetic average and with the geometric average.
样机的性能COP最大可达0.3016,平均值为0.2331,试验证明轿车发动机余热吸附式制冷是可行的。
Prototypical performance COP may reach 0.3016, the mean value is 0.2331. the experiments proved the car engine afterheat adsorption refrigeration is feasible.
本文使用超维里定理与升降算符方法,导出了氢原子跃迁矩阵元与平均值计算的一些递推关系式。
Some recursive relations were derived for the radial matrix elements of Hydrogenic Atom using hypervirial Theorem and ladder operators.
详细推导了以几何平均值作为敲定价格的几何型亚式期权的定价公式。
Secondly we prove in detail the pricing model of Asian geometric average options with floating strike price.
由于采用平均值可以减少价格波动的所带来的影响,从而亚式期权比类似的常规期权更便宜,因此在货币和商品市场中比较流行。
For the decreasing of the influence of stocks value, the price of Asian options is lower than the standard option, therefore it is more popular in the currency and the commodity markets.
由于采用平均值可以减少价格波动的所带来的影响,从而亚式期权比类似的常规期权更便宜,因此在货币和商品市场中比较流行。
For the decreasing of the influence of stocks value, the price of Asian options is lower than the standard option, therefore it is more popular in the currency and the commodity markets.
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