未定权益,是金融学术语,指股票等 “衍生证券“。
...法 未定权益 [gap=756]keyword:bond;Option Pricing;Binary Tree Mode; Backstepping Methods;Undecided rights and interests ...
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美式未定权益 American contingent claim
We study the pricing of the preferred hedging contingent claims under Transaction costs.
论文的第七章研究了跳跃-扩散模型带有交易费的未定权益的套期保值定价。
参考来源 - 基于跳跃—扩散过程的投资组合与定价问题研究·2,447,543篇论文数据,部分数据来源于NoteExpress
研究未定权益的平方套期保值问题。
文章根据金融数学理论,研究单时期框架下未定权益的定价问题。
According to the theory of financial mathematics, in this paper we study the problem of pricing the contingent claims.
在随机利率情形下,讨论了有红利支付的股票未定权益定价问题。
Under stochastic interest rate, the pricing problem on contingent claim on dividend paying stock was discussed.
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