put-call parity 价理论 ; 认沽认购等价 ; 平价理论 ; 价公式
relationship of put-call parity 认沽认购等价关系
put-call parity relationship 看涨
call-put parity 平价公式 ; 看跌平价 ; 买入卖出期权平价 ; 权的平价关系
put-call futures parity 卖权期货等价理论 ; 期权
Call and Put Parity 就称为买入期权
Using martingale methods, general pricing formula of European contingent claims is derived and European option and put-call parity is analyzed.
利用鞅方法得到了欧式未定权益定价的一般公式，欧式看涨期权和看跌期权定价及平价关系。
Under the hypothesis of continuous dividend, if the continuous dividend rate isp, and regular payment dividend, we get European call and put option pricing formula and their parity.
在假定支付连续的红利率和定期支付的条件下，得到了两种情况下欧式看涨期权与看跌期权的定价公式及其它们之间的平价公式。
应用推荐