The LNG pricing principle is analyzed worldwide. Especially, the calculating formula of S curve used in Australia LNG projects is introduced.
分析了世界LNG的定价原则，特别提到了澳大利亚LNG项目采用的S曲线计算公式；
Who is most probably the initiator of the pricing formula?
谁最有可能是价格形成的始作俑者？
For a longer contract period project, the project benefit is affected by the price factor risk bigger, mastering the terms of the contract of the pricing formula is a useful tool to evade the risk.
合同周期较长的项目，其项目效益受物价因素影响的风险更大，应用好合同条款中的调价公式是规避这一风险的有力工具。
The pricing formula and hedging strategy of European Future contingent claim are obtained by back ward stochastic different equation and martingale method.
利用倒向随机微分方程和鞅方法，直接得到欧式期货未定权益的一般定价公式以及套期保值策略。
Under the hypothesis of continuous dividend, if the continuous dividend rate isp, and regular payment dividend, we get European call and put option pricing formula and their parity.
在假定支付连续的红利率和定期支付的条件下，得到了两种情况下欧式看涨期权与看跌期权的定价公式及其它们之间的平价公式。
In the particular financial market, the pricing formula and hedging strategy of European option and bounds of the price on American call option are also considered.
在具体金融市场，给出欧式期权的定价公式和套期保值策略，以及美式看涨期权价格的界。
Using martingale methods, general pricing formula of European contingent claims is derived and European option and put-call parity is analyzed.
利用鞅方法得到了欧式未定权益定价的一般公式，欧式看涨期权和看跌期权定价及平价关系。
The pricing formula of European up-and-out call option with varied barriers is practicable.
其中，变界障碍时刻的欧式上升敲出看涨期权的定价公式具有较好的实用性。
Then discuss the problem of representative agent and, accordingly, give the representative agent pricing formula.
给出了以经纪人代表效用表出形式的金融资产定价公式。
In the study of project choice model, the thesis makes the revision of the pricing formula according to the different hypothesis.
在项目选择模型研究中，根据不同的假设条件对定价公式做出了修正。
The pricing formula of European foreign stock contingent claim are obtained by backward stochastic different equation and martingale method.
利用倒向随机微分方程和鞅方法，讨论国外股票欧式未定权益的一般定价问题，获得了一般定价公式。
Through the theory of probability, we show the formula of the trinomial option pricing model for finite periods in a stock market.
利用概率论的理论，推导出了某一假定证券市场中有限周期买入期权的三项式期权定价公式。
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.
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。
Then, the pricing formula of interest rate futures will be deduced by analyzing both cost of carry models and interest rate term structure models.
然后分别用持有成本模型和利率期限结构模型推导出了利率期货的定价公式。
Chapter III discusses in detail the option pricing principles, including the options pricing theory and the basis of option pricing formula.
第三章详细论述了期权定价原理，包括期权定价理论基础和期权定价公式。
This article emphasizes on the import pricing process and the formula of computation for the lead concentrates.
论文重点研究铅精矿进口定价过程及铅精矿进口价格计算方法。
In the particular financial market, the pricing formula of European option and application in value of project are considered.
结合具体金融市场，给出欧式期权的定价公式，并将其应用到项目价值的评估。
Suppose that underlying asset follows Constant Elasticity of Variance model(CEV). We derive pricing formula of binary option.
假设标的股价服从不变方差弹性（CEV）模型下，推导出两值期权的定价公式。
Pricing Formula of Average Exercise Price Options in a Continuous Situation;
一个期权的执行价等于其原生期货的价格。
At the same time, we discuss the theory application of the model and give the pricing formula of coupon treasuries and European option pricing formula on coupon treasuries.
同时，探讨了模型的理论应用，给出了息票国债与基于息票国债的欧式期权定价公式。
The third chapter is the core of this paper, in which we deduce formula of Asian option pricing models with transaction costs systematically.
第三章是本文的核心部分，系统地推导了支付交易费的亚式期权定价公式。
The study subject of the text is down-out calls whose approximate pricing formula in the incomplete market are worked out in the text.
本文以向下敲出欧式买入期权作为研究对象，得出其在非完全市场下的近似表达式。
We use the theory of Mellin transformation and Fourier transformation to solve the model, then get a new pricing formula ahout it.
利用梅林变换和傅利叶变换技巧，得到了连续支付红利的Black-Scholes期权定价模型的一新解法。
We use the theory of Mellin transformation and Fourier transformation to solve the model, then get a new pricing formula ahout it.
利用梅林变换和傅利叶变换技巧，得到了连续支付红利的Black-Scholes期权定价模型的一新解法。
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