... 交换交易 SWAPS 交换期权 SWAPTIONS 交通及运输设备 TRANSPORTATION AND COMMUNICATION EQUIPMENT ...
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Establish the option-pricing model when exercise price is random variable. The option-pricing model is options to exchange one asset to another.
建立了执行价格为随机变量的跳跃扩散过程的期权定价模型,该模型实际上是一种资产交换期权,推导出了期权定价公式。
参考来源 - 股票价格服从跳跃扩期过程的期权定价模型·2,447,543篇论文数据，部分数据来源于NoteExpress
考虑跳扩散模型中交换期权的定价问题。
The problem of pricing exchange options in a jump-diffusion model is considered.
文中最后列出一些特殊纯生跳跃扩散型交换期权的定价的例子。
Finally, we list some results of special cases of the pricing of exchange options in the pure birth jump-diffusion process.
该公式是标准跳扩散模型下的欧式期权及欧式交换期权定价公式的推广。
These pricing formulas generalize the corresponding European option and European exchange option pricing on jump-diffusions.
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