以上来源于: WordNet
Suppose that underlying asset follows Constant Elasticity of Variance model(CEV). We derive pricing formula of binary option.
假设 标的股价服从不变方差弹性(CEV)模型下,推导出两值期权的定价公式。
Binary option is also an exotic option, its value depends on whether the price of underlying asset is higher than strike price.
二元期权也是一种奇异期权,其收益取决于到期资产价格与执行价格的大小。
The implementation relies on a binary state of the option (on or off).
实现依赖于选项的二进制状态(开或关)。
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