研究了具有固定敲定价格的几何型亚式期权在任意有效时刻的定价问题。
This paper studies the pricing on Asian geometric average options with fixed strike price at any valid time.
亚式期权有两种理论上的表示方式，即采用算术平均法计算资产价格的平均值和采用几何平均法计算资产价格的平均值。
There are two means to measure the average prices of the assets in an Asian option theoretically: with the arithmetic average and with the geometric average.
还通过数值模拟分析比较了传统再装期权与几何亚式一再装股票期权在经理激励中的作用。
This article also compares reload stock option with geometric Asian-reload stock option in the manager's role by numerical simulation.
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