On the hypothesis of the underlying asset price following Lognormal Process in the two model, we can extend the way of asset price Logprofit Process 'approach to multi-asset options pricing.
在第二个模型中是在标的资产价格遵循对数正态过程假设下,把资产价格对数收益过程逼近方法扩展到多资产期权定价上。
These include options on a variety of asset classes, such as equity indices and credit-default-swap indices.
这些选择包括各种各样的资产种类,例如标准股指标和信用违约互换指标。
The vast majority of options expire without being exercised; the asset price never moves sufficiently to make it worthwhile.
绝大多数期权直到过期都没有执行;因为资产的价格的波动不足以让它值得执行。
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