主要研究带有事件风险的永久美式期权的定价及其最优停时问题。

In this paper, the valuation of permanent American options in the presence of non-hedgeable event risk is considered.

youdao

本文在一个合适的等价鞅测度下，给出了带有事件风险的永久美式期权的定价及其最优停时。

Then, for a given equivalent martingale measure, the optimal stopping problem of the permanent American option is solved.

youdao

本文在一个合适的等价鞅测度下，给出了带有事件风险的永久美式期权的定价及其最优停时。

Then, for a given equivalent martingale measure, the optimal stopping problem of the permanent American option is solved.

youdao