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.
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.
定价研究的对象包括四种不同的期权,即单资本期权、双资本篮子期权、连续算术平均亚式期权和离散算术平均亚式期权。
We resolve four different types of Option: Single-asset Option, Two-asset Basket Option, Continuously Observed Asian Option and Discretely Observed Asian Option.
定价研究的对象包括四种不同的期权,即单资本期权、双资本篮子期权、连续算术平均亚式期权和离散算术平均亚式期权。
We resolve four different types of Option: Single-asset Option, Two-asset Basket Option, Continuously Observed Asian Option and Discretely Observed Asian Option.
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