美式期权 American style option ; American option ; American style ; American Options
欧式期权 European style option ; European Options ; european style ; style Option
亚式期权 asian options
复式期权 spread option
亚洲式期权 Asian option
跨式期权 Straddle
嵌入式期权 Embedded option
二项式」期权定价模式 binomial option pricing model ; haha binomial option pricing model
宽跨式期权 Strangle ; strangle option
研究了具有固定敲定价格的几何型亚式期权在任意有效时刻的定价问题。
This paper studies the pricing on Asian geometric average options with fixed strike price at any valid time.
利用期权定价的鞅方法，得到了离散时间最大值期权和虹式期权的定价公式。
Then, The pricing formulas of the option on a discrete maximum and Rainbow option are obtained with the help of the martingale approaches.
鉴于亚式期权在现实中的广泛的应用，本文将保险精算定价方法用于亚式期权的定价上。
For the widely application of Asian options, the article transplants the actuarial option pricing approach to the pricing of Asian options.
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