详细推导了以几何平均值作为敲定价格的几何型亚式期权的定价公式。
Secondly we prove in detail the pricing model of Asian geometric average options with floating strike price.
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.
看涨期权赋予买方以权利，但不必负有义务，在期权到期日当天或到期之前，按敲定价格买进相关期货合约。
A call is option that gives the buyer the right, but not the obligation, to purchase the underlying futures contract at the strike price on or before the expiration date.
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