Multi-asset Options 多资产期权
two-asset barrier options 两资产障碍期权
two-asset Asian rainbow options 两资产亚式彩虹期权
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。
应用推荐