其中,变界障碍时刻的欧式上升敲出看涨期权的定价公式具有较好的实用性。
The pricing formula of European up-and-out call option with varied barriers is practicable.
再者,我们以欧式下降敲出看涨和下降敲入看涨期权为例,讨论了标度和长期依赖性对障碍期权定价的影响程度及特征。
Furthermore, with European down-and-out and down-and-in call options as an example, we discussed the impact and characteristics of the scale and long-time dependence on the barrier options.
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