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.
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.
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.
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.
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.
在收益法价值评估的基础上，根据欧式B - S期权定价公式，给出房地产实物期权定价近似公式。
According to B-S European options, the approximate formula of real estate options can be deduced based on the NPV method in the paper.
在等价鞅测度框架下，讨论了(在到期时刻)期权处于实值状态时支付函数为幂型的股票欧式期权定价公式。
Via the framework of equivalent martingale measures, we derive the pricing formulas of European options with power payoffs (if the option is in the money, at the time of maturity).
分别在股票支付红利、跳-扩散模型，在连续随机利率、跳-扩散模型，和在不连续随机利率、跳-扩散模型的假设下，推导出了各自新的期权定价公式。
Some new option pricing formulas are derived on condition that the model is jump-diffusion, the stock pays dividends and the stochastic interest rate are continuous or discontinuous.
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.
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.
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.
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.
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.
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.
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.
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.
在假定支付连续的红利率和定期支付的条件下，得到了两种情况下欧式看涨期权与看跌期权的定价公式及其它们之间的平价公式。
Under the hypothesis of continuous dividend, if the continuous dividend rate isp, and regular payment dividend, we get European call and put option pricing formula and their parity.
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.
利用鞅方法得到了欧式未定权益定价的一般公式，欧式看涨期权和看跌期权定价及平价关系。
Using martingale methods, general pricing formula of European contingent claims is derived and European option and put-call parity is analyzed.
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.
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.
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.
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.
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.
在该测度基础上，构造鞅过程可以对一些固定收益衍生品定价，进一步给出零息债券的欧式期权、利率上限期权的定价公式。
It also helps to mark out the pricing formulas of call option in terms of zero - coupon bond and interest - rate caps.
在该测度基础上，构造鞅过程可以对一些固定收益衍生品定价，进一步给出零息债券的欧式期权、利率上限期权的定价公式。
It also helps to mark out the pricing formulas of call option in terms of zero - coupon bond and interest - rate caps.
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