This paper presents a no-arbitrage model of closed-form approximation for valuing basket options under a stochastic interest rate economy.
本文推导出在随机利率经济体系下,无套利条件之组合型选择权的近似封闭解。
The objective Sharpe ratio function of land development arithmetic average value portfolio is deduced based on the geometric average B-S model of the basket options in the paper.
参照一篮子期权的几何平均B-S期权定价模型,给出了基于实物期权的多项土地资源储备与开发的算术平均收益的夏普比率优化目标函数。
The two most widely discussed options are to revalue or to shift to a currency basket (which Kuwait has already done).
有两种可能性被广泛讨论,要么调高本币对美元的汇率,要么转而盯向一篮子货币,就像科威特已经做的那样。
The vario basket system with three-way "Rackmatic" height adjustment, folding racks and top basket cutlery compartment offers a gamut of positioning options.
用三个“Rackmatic”高度调节,折叠篮架和餐具室顶部吊丝单系统提供一篮子的定位选项域。
I was skipping through a meadow holding a picnic basket and the basket was marked 'Options.
我当时蹦蹦跳跳地穿过片草地,拎了只野餐菜蓝子而且这篮子上还标记了个‘选项’字样。
I was skipping through a meadow holding a picnic basket and the basket was marked 'Options.
我当时蹦蹦跳跳地穿过片草地,拎了只野餐菜蓝子而且这篮子上还标记了个‘选项’字样。
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