The relative pricing in Japan is attractive. There is a lot of volatility in the Chinese market and policy factors that no one can predict.
日本的价格相对更有吸引力，在中国市场有很多波动，而且政策因素没有人可以预测。
The breakdown of the models, which had been the only basis for pricing the more exotic types of security, turned risk into full-blown uncertainty (and thus extreme volatility).
这些模型曾是更多异类期权定价唯一标准，其崩溃使风险转变为完全的不确定性(因此波动性极大)。
Studies the pricing of covered warrants on correlation between returns and volatility.
研究标的股票收益与波动率相关下的备兑权证定价。
The volatility of stock price is a decisive factor in derivatives pricing.
股票价格的波动率是股票衍生品价格的决定性因素。
The major change in pricing is the sharp decline in implied volatility relative to realized volatility, evident immediately upon the opening of the CBOE.
在定价上主要的改变是，与实现波动率相关的隐含波动率急剧下降，这在芝加哥期权交易所之后立刻变得相当明显。
This thesis gives a new evaluation method on the important factor—volatility, which has an important influence on the pricing of option, based on the research of option characters.
本文在研究期权特性的基础上，对影响期权定价的重要因素波动率给出了一种新的估计方法。
The volatility of stock price is a decisive factor in derivatives pricing.
股票价格的波动特征是股票衍生品价格的决定性因素。
Our results indicate that a ban on margin purchases fosters efficient pricing by narrowing price deviations from fundamental value accompanied with lower volatility and a smaller bid-ask-spread.
我们的研究结果表明，在边缘上采购禁令促进有效的定价通过缩小价格偏离基本价值伴随着较低的波动性和较小的价差。
A ban on short sales, however, tends to distort efficient pricing by widening price deviations accompanied with higher volatility and a large spread.
禁止卖空，然而，往往通过扩大价格偏离伴随着较高的波动性和大变形有效定价。
The pricing problem of the American Put option and volatility estimate are currently studied as two of the important items in the option pricing theory.
美式看跌期权定价和波动率估计是期权定价理论中的两个重要问题。
The conclusions in the paper will benefit the deep research on volatility modeling, asset pricing and financial risk management and so on in future.
所得结论有益于对价格波动性建模、资产定价、金融风险管理等领域的深入研究。
Pricing biases related to warrant strike price, time to maturity and volatility are also considered in this study.
同时将模型价格与市场价格进行比较，并且研究了定价误差与波动率，到期时间，内在价值的百分比的关系。
The option pricing and volatility estimate is financial project, financial mathematics problem of leading edge as well as a hot one at present.
期权定价理论是目前金融工程、金融数学所研究的前沿和热点问题。
This paper deals with the minimal entropy martingale measure and utility indifference pricing concerning a stochastic volatility model.
本文研究了随机波动率模型的最小熵鞅测度和效用无差别定价。
Moreover, volatility is widely used in many other fields of financial economics, such as asset pricing and performance evaluation.
除此之外，波动率还在金融经济学的其它许多领域得到广泛应用，例如绩效评价、资产定价等等。
The numerical solution for pricing American options under stochastic volatility is considered.
考虑随机波动率下美式期权定价问题的数值模拟求解。
In traditional option pricing method the volatility is assumed as a constant, but this is contradicted to the fact.
传统的期权定价都是假设波动率为固定常数，而这与实际不太相符。
In traditional option pricing method the volatility is assumed as a constant, but this is contradicted to the fact.
传统的期权定价都是假设波动率为固定常数，而这与实际不太相符。
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