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.
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.
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.
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 .
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.
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.
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