This thesis gives a new evaluation method on the important factor—volatility, which has an important influence on the pricing of option, based on the research of option characters.
本文在研究期权特性的基础上，对影响期权定价的重要因素波动率给出了一种新的估计方法。
The pricing problem of the American Put option and volatility estimate are currently studied as two of the important items in the option pricing theory.
美式看跌期权定价和波动率估计是期权定价理论中的两个重要问题。
The option pricing and volatility estimate is financial project, financial mathematics problem of leading edge as well as a hot one at present.
期权定价理论是目前金融工程、金融数学所研究的前沿和热点问题。
应用推荐