Based on the differential scheme, a numerical method of pricing compound options is presented.
提供一种基于有限差分格式的数值方法为复合期权定价。
In this paper, first, we consider the Exotic options-compound options and reset options - pricing.
本文首先讨论了两种新型期权—复合期权和重置期权—的定价问题。
This article also analyzed the value of options through the cases, and drew the conclusion: the ship investment project faced with multiple options has a greater value because of the compound options.
本文也通过案例来分析了期权的价值,并得出结论:当船舶投资决策中面临多种选择时由于复合期权的存在而具有更大的价值。
This article also analyzed the value of options through the cases, and drew the conclusion: the ship investment project faced with multiple options has a greater value because of the compound options.
本文也通过案例来分析了期权的价值,并得出结论:当船舶投资决策中面临多种选择时由于复合期权的存在而具有更大的价值。
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