In this paper, we discuss average strike options.
本文我们主要讨论平均执行价格期权。
It consists of average strike options and average rate options.
它可以分为平均执行价格期权和平均价格期权两类。
This paper studies the pricing on Asian geometric average options with fixed strike price at any valid time.
研究了具有固定敲定价格的几何型亚式期权在任意有效时刻的定价问题。
Secondly we prove in detail the pricing model of Asian geometric average options with floating strike price.
详细推导了以几何平均值作为敲定价格的几何型亚式期权的定价公式。
Secondly we prove in detail the pricing model of Asian geometric average options with floating strike price.
详细推导了以几何平均值作为敲定价格的几何型亚式期权的定价公式。
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