The third chapter is the core of this paper, in which we deduce formula of Asian option pricing models with transaction costs systematically.

第三章是本文的核心部分，系统地推导了支付交易费的亚式期权定价公式。

youdao

We concern on pricing bivariate options, particularly, call-on-max options in the empirical work, and we compare different bivariate option pricing models, which presents our method's advantages.

实证工作中着重于二元期权的定价，尤其是最大认购期权。通过比较不同的二元期权定价模型，本文方法的优势尤为突出。

youdao

Pricing options with constant interest rate under jump-diffusion models is always a very important problem in option pricing research.

跳跃—扩散模型下利率为常数的期权定价问题一直是期权定价研究的重点问题之一。

youdao

There is reasonable concern that current methods of option pricing, both the Black-Scholes and binomial models, are not appropriate for determining the cost of the nontransferable, long-term options that companies issue to employees.

FORBES: AIG Chokes On Options Remedy