An option that is part of the structure of a bond and influences the principal payment, usually but not necessarily known as dividend option.
一种内嵌在债务工具中,影响其本金偿还的期权(通常但并非一定是利率期权)。
Considering dividend, we establish the option-pricing model with jump-diffusion process.
研究了股票支付红利的跳扩散过程的欧式期权定价模型。
Under the hypothesis of continuous dividend, if the continuous dividend rate isp, and regular payment dividend, we get European call and put option pricing formula and their parity.
在假定支付连续的红利率和定期支付的条件下,得到了两种情况下欧式看涨期权与看跌期权的定价公式及其它们之间的平价公式。
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