鞅定价模型 martingale pricing model
Based on this, we gave out the martingale pricing model for convertible bond which has purchasing and selling items.
并在此基础上,给出了具有回购条款和回售条款的可转换债券的鞅定价模型。
参考来源 - 可转换债券理论研究·2,447,543篇论文数据，部分数据来源于NoteExpress
将对数正态扩散过程表达的随机过程转化为风险中性，并在此条件下用鞅定价方法推导出与股票相关联的欧式汇率买入期权的价格公式。
By applying the martingale pricing method in a world in which the logarithmic normal diffuse processes are expressed risk-neutral, we get European exchange rate call option related with the stock.
利用测度变换和鞅方法，得到了其解析形式的定价公式。
Using the measure transformation and martingale method, the price of the analytic form is obtained.
本文利用鞅方法重新推导出了欧式期权和一些奇异期权的定价公式。
In this paper, we derive the pricing formulas for European option and exotic options by using Martingale method.
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