本文首先剖析了亚式期权的主要特征和价值生成机理。
This paper analyses the origin and characteristics of Asian option.
详细推导了以几何平均值作为敲定价格的几何型亚式期权的定价公式。
Secondly we prove in detail the pricing model of Asian geometric average options with floating strike price.
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.
本文介绍了期权定价理论之前沿问题——亚式期权估价的最新研究成果。
The valuation of Asian options is an important research topic of modern options pricing theories.
第三章是本文的核心部分，系统地推导了支付交易费的亚式期权定价公式。
The third chapter is the core of this paper, in which we deduce formula of Asian option pricing models with transaction costs systematically.
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.
亚式期权正是其中的一种代表性的产品，同时它也是当今金融衍生品市场中最为活跃的一种新型期权。
Being one of the typical non-standard derivative securities, Asianoption is the most active one in financial derivative market.
亚式期权有两种理论上的表示方式，即采用算术平均法计算资产价格的平均值和采用几何平均法计算资产价格的平均值。
There are two means to measure the average prices of the assets in an Asian option theoretically: with the arithmetic average and with the geometric average.
定价研究的对象包括四种不同的期权，即单资本期权、双资本篮子期权、连续算术平均亚式期权和离散算术平均亚式期权。
We resolve four different types of Option: Single-asset Option, Two-asset Basket Option, Continuously Observed Asian Option and Discretely Observed Asian Option.
本文在前人研究的基础上，结合自己所做的一些工作，分别推导出了没有中间红利的几何平均和算术平均亚式期权的定价公式。
Based of the former conclusions of others and some works of myself, the article deduced the pricing formula in the case of the arithmetic average and geometric average of the stock price.
由于采用平均值可以减少价格波动的所带来的影响，从而亚式期权比类似的常规期权更便宜，因此在货币和商品市场中比较流行。
For the decreasing of the influence of stocks value, the price of Asian options is lower than the standard option, therefore it is more popular in the currency and the commodity markets.
还通过数值模拟分析比较了传统再装期权与几何亚式一再装股票期权在经理激励中的作用。
This article also compares reload stock option with geometric Asian-reload stock option in the manager's role by numerical simulation.
本文还通过数值模拟分析比较了传统再装期权与几何亚式-再装股票期权在经理激励中的作用。
This article also compares Reload Stock Option with Geometric Asian-Reload Stock Option in the manager's role by numerical simulation .
本文还通过数值模拟分析比较了传统再装期权与几何亚式-再装股票期权在经理激励中的作用。
This article also compares Reload Stock Option with Geometric Asian-Reload Stock Option in the manager's role by numerical simulation .
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