... Position Management (仓位管理) Positive Price Correlation (正价格关联) Post-Trading Period (收盘后交易阶段) ...
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正价格关联
Positive price correlation
以上为机器翻译结果,长、整句建议使用 人工翻译 。
将对数正态扩散过程表达的随机过程转化为风险中性,并在此条件下用鞅定价方法推导出与股票相关联的欧式汇率买入期权的价格公式。
By applying the martingale pricing method in a world in which the logarithmic normal diffuse processes are expressed risk-neutral, we get European exchange rate call option related with the stock.
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