The third chapter is the core of this paper, in which we deduce formula of Asian option pricing models with transaction costs systematically.
第三章是本文的核心部分，系统地推导了支付交易费的亚式期权定价公式。
We concern on pricing bivariate options, particularly, call-on-max options in the empirical work, and we compare different bivariate option pricing models, which presents our method's advantages.
实证工作中着重于二元期权的定价，尤其是最大认购期权。通过比较不同的二元期权定价模型，本文方法的优势尤为突出。
Pricing options with constant interest rate under jump-diffusion models is always a very important problem in option pricing research.
跳跃—扩散模型下利率为常数的期权定价问题一直是期权定价研究的重点问题之一。
Based on real options thinking, this paper proposes an approach for the appraisal of hi-tech projects when option-pricing models are employed.
本文基于实物期权思想，提出一种利用期权定价模型来评价高技术项目的方法。
Introduced some financial models and functions which is closely related to pricing option.
介绍了一些与期权价格计算密切相关的随机金融模型和它们的模拟算法。
Introducing the principle of option pricing , we obtain the accurate pricing formulas to two kinds of mortgage insurance under six models.
本文将两类保证险的定价引入期权定价理论，对六种模型给出了精确的定价公式。
And option pricing considers the flexibility of investment. So valuation model according to theory of EVA and option can estimate the firm value more accurately and objectively than other models.
在EVA评估模型基础上嵌入实物期权定价理论后，由于考虑了公司的柔性价值，所以能更准确和客观地估计上市公司的价值。
This suggests that using GH as building block, we may hopefully get some more realistic models in Value at Risk modelling and option pricing.
从而，以GH分布为基本模块构造风险管理模型和金融衍生产品定价公式在理论和实际应用中都将有重要意义。
The dynamic stochastic elasticity is introduced and its applications on the pricing option models are discussed.
给出动态随机弹性的概念及运算性质，讨论了动态随机弹性在期权定价模型中的应用。
The dynamic stochastic elasticity is introduced and its applications on the pricing option models are discussed.
给出动态随机弹性的概念及运算性质，讨论了动态随机弹性在期权定价模型中的应用。
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