此处运用动态规划方法推出期权定价公式。
This part derives the option pricing formula by using the dynamic programming method.
使用保险精算法，给出了欧式期权的定价公式。
Using insurance actuary pricing, we gain the European option pricing model.
给出了以经纪人代表效用表出形式的金融资产定价公式。
Then discuss the problem of representative agent and, accordingly, give the representative agent pricing formula.
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.
该文给出了无限期美式期权的定价公式以及最优实施期。
In this paper, the pricing of American option in infinite time and optimal expiration time are given.
同时还得到了含交易对手风险的信用违约期权的定价公式。
Finally, we provide a formula for credit option with counterparty risk.
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.
在项目选择模型研究中，根据不同的假设条件对定价公式做出了修正。
In the study of project choice model, the thesis makes the revision of the pricing formula according to the different hypothesis.
随着计算机、先进通讯技术的应用，复杂期权定价公式的运用成为可能。
The application of computers and advanced communication technology makes it possible to use complicated option pricing formulas.
该公式是标准跳扩散模型下的欧式期权及欧式交换期权定价公式的推广。
These pricing formulas generalize the corresponding European option and European exchange option pricing on jump-diffusions.
在此假设下，推导出了欧式期权的定价公式，为实践者提供一个参考价格。
Under this hypothesis, the option pricing formula is deduced. So a reference price is offered in practice.
第三章详细论述了期权定价原理，包括期权定价理论基础和期权定价公式。
Chapter III discusses in detail the option pricing principles, including the options pricing theory and the basis of option pricing formula.
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.
论文的第3章，也是本文的重点，主要讨论三种类型的障碍期权的定价公式。
Chapter 3, the emphasis of this paper, mainly discusses the pricing formulas of three kinds of barrier options.
其中，变界障碍时刻的欧式上升敲出看涨期权的定价公式具有较好的实用性。
The pricing formula of European up-and-out call option with varied barriers is practicable.
然后分别用持有成本模型和利率期限结构模型推导出了利率期货的定价公式。
Then, the pricing formula of interest rate futures will be deduced by analyzing both cost of carry models and interest rate term structure models.
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.
结合具体金融市场，给出欧式期权的定价公式，并将其应用到项目价值的评估。
In the particular financial market, the pricing formula of European option and application in value of project are considered.
随后论文给出了几种简单的卡组的定价公式，并讨论了公式中各要素的计算方法。
And then, the paper gives a series of valuation formulas in some simple situations, and discusses the means to calculate the elements in these formulas.
假设标的股价服从不变方差弹性（CEV）模型下，推导出两值期权的定价公式。
Suppose that underlying asset follows Constant Elasticity of Variance model(CEV). We derive pricing formula of binary option.
研究了欧式幂期权的定价问题，根据风险中性估价原理，得到了这些期权的定价公式。
The problem of pricing of the European power options was studied. From the risk-neutral evaluation principle, we have obtained the pricing formulas of these options.
分别对天然气出厂定价公式、管输运价定价公式进行了研究，给出了相应的定价公式。
Formula for natural gas ex-factory pricing and formula for pipeline transport pricing are studied respectively, the corresponding pricing formulas are worked out.
如果把核心能力视作一个看跌期权，我们可以应用期权定价公式对核心能力进行评估。
If core competence is viewed as a put option, we can use option Pricing Theory to assess it.
同时，探讨了模型的理论应用，给出了息票国债与基于息票国债的欧式期权定价公式。
At the same time, we discuss the theory application of the model and give the pricing formula of coupon treasuries and European option pricing formula on coupon treasuries.
在具体金融市场，给出欧式期权的定价公式和套期保值策略，以及美式看涨期权价格的界。
In the particular financial market, the pricing formula and hedging strategy of European option and bounds of the price on American call option are also considered.
本文将介绍可换股债券的基本概念及其在国外的实践，同时给出了定价公式和一些设计思路。
The principals and fulfillment in developed countries are introduced in the paper. The pricing formula and designing ideas are presented.
利用该定价方法和得到的定价公式对混合搭售的进一步研究具有一定的理论意义和实际价值。
This has some practical and theoretical significance for more research of mixed bundling by the method and formulas of the making a price.
利用概率论的理论，推导出了某一假定证券市场中有限周期买入期权的三项式期权定价公式。
Through the theory of probability, we show the formula of the trinomial option pricing model for finite periods in a stock market.
在等价鞅测度框架下，讨论了在期权到期时刻具有连续红利支付的幂型股票欧式期权的定价公式。
Under the framework of equivalent martingale measures, we discuss the pricing formulas of power payoffs European options with continuous dividend at the time of maturity of the options.
在等价鞅测度框架下，讨论了在期权到期时刻具有连续红利支付的幂型股票欧式期权的定价公式。
Under the framework of equivalent martingale measures, we discuss the pricing formulas of power payoffs European options with continuous dividend at the time of maturity of the options.
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