The price an investor is willing to pay for an option depends on a number of factors including interest rates and the relationship between the market price and the exercise price.
投资者愿意支付的期权价格取决于一系列因素,包括利率以及标的资产的市场价格和行权价格的关系。
Where holdings of options are disclosed, the exercise period and the exercise price must be given.
凡披露期权的持有量,必须说明其行使期及行使价格。
The second is that it's difficult to confirm reasonable exercise price of stock options in non-listed companies.
二是对非上市公司而言很难确定合理的期权执行价格。
An option is described as being at the money when the exercise price is approximately the same as that of the underlying instrument.
当期权的行使价非常接近标的资产的市价时,期权即处于平值状态。 平值期权实际上可以是处于略为价内或价外的状态。
The exercise of an option must also be disclosed; the date of exercise, the exercise price and any option money paid or received must be stated.
期权的行使也须予披露,并且须说明行使日期、行使价格及已支付或已收取的期权金。
At the same time, it shall recognize the liability formed by its continuous involvement according to the aggregate option exercise price and the time value.
同时,按照该期权的行权价格与时间价值之和,确认继续涉入形成的负债。
This paper analyses and computes the optimal exercise price of the American put option, by using the "FFT-RK" method. At last, numerical examples show that this method is efficient and accurate.
利用快速傅里叶变换法加龙格-库塔法对期权的最佳执行价格进行了分析和计算,最后通过数值算例说明了这一方法的有效性和准确性。
This paper analyses and computes the optimal exercise price of the American put option, by using the "FFT-RK" method. At last, numerical examples show that this method is efficient and accurate.
利用快速傅里叶变换法加龙格-库塔法对期权的最佳执行价格进行了分析和计算,最后通过数值算例说明了这一方法的有效性和准确性。
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