• 本文向下敲出欧式买入期权作为研究对象,得出完全市场近似表达式

    The study subject of the text is down-out calls whose approximate pricing formula in the incomplete market are worked out in the text.

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  • 对数正扩散过程表达的随机过程转化为风险中性此条件下定价方法推导出股票相关联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.

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  • 对数正扩散过程表达的随机过程转化为风险中性此条件下定价方法推导出股票相关联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.

    youdao

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