重点讨论了标的资产价值、执行价格、波动率和价值漏损率的确定方法。
More importantly, discuss the definite method of assets property value, the cost, the undulation rate and the value leak rate.
只有针对标的资产的价值漏损对期权定价模型进行相应的调整,才能正确估计期权的价值。
To properly appraise the optional value, the optional pricing model should be modified to account for the value leaking losses of real assets.
但实际上,由于价值“漏损”的存在,期权价值与流通证券组合价值之间存在一定的偏差。
In fact, with the existing of leakage in value, there is a certain deviation between them.
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