To some path-dependent options, we can define a new varible that is the function of the time.
本文研究的复合期权与重置期权等都是路径相关期权。
Options with the feature of barrier are barrier opinions, dependent on whether some barriers are breached within the lives of the options, is referred as a kind of simplest path-dependent options.
带有障碍特征的期权称为障碍期权,它取决于在期权有效期间障碍是否被碰到,被认为是一类最简单的路径依赖期权。
This paper analyzes the binomial model of stock price movement, and on the basis of martingale theory discusses the pricing of path dependent options.
通过对股票价格变动的二项式模型的分析,以鞅理论为基础,讨论与轨道相关的期权的定价方法。
Barrier options are actually conditional options, dependent on whether some barriers are breached within the lives of the options. They are therefore path-dependent.
障碍期权实际上是一种条件期权,它取决于在期权有效期间障碍是否被碰到,因而它们也被叫作路径依赖期权。
Barrier options are actually conditional options, dependent on whether some barriers are breached within the lives of the options. They are therefore path-dependent.
障碍期权实际上是一种条件期权,它取决于在期权有效期间障碍是否被碰到,因而它们也被叫作路径依赖期权。
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