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asian option中文是什么意思

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用"asian option"造句"asian option"怎么读"asian option" in a sentence

中文翻译手机手机版

  • 亚洲式期权

例句与用法

  • Valuation of asian options in jump - diffusion model
    亚式期权在跳扩散模型中的定价
  • Valuation of asian options in a jump - diffusion model
    跳扩散模型中亚式期权的定价
  • Study on the solution of geometric asian option pricing model under the cev process
    的几何亚式期权的定价研究
  • At last , an example is provided to show the asian option ’ s application
    最后还给出了亚式期权在实际中的应用。
  • Incentive idiosyncrasy of the asian option and its incentive effect on managers
    亚式期权激励特性及其对经理的激励效用分析
  • Pricing of asian options with discrete geometric average in the jump - diffuse process
    跳跃扩散型离散几何平均亚式期权的定价
  • We also show an algorithms to compute the american style arithmetic asian option in section 4
    在第四章还对近年来出现的美式亚式期权的定价方法进行了讨论。
  • Thirdly , we discuss the pricing method of asian option in the model , removing the path dependency by a portfolio and using the changes of numeraire techniques
    通过构造复制策略将路径依赖期权转化为非路径依赖期权的求解问题,并结合记帐单位的选择,得到算术亚式期权定价的方法
  • Evading risk in financial trading market cries for pricing options to a nicety . asian option , as the most flourish options in the finace market , the pricing has been focused on always . the exact pricing formula for the geometric average asian option had existed , but as to the european - style arithmetic average asian option , due to the dependence structure between the prices of the underlying asset , no analytical formula exists . on the hypothesis that the market is frictionless and without transaction costs 、 on the base of b - s ’ s and in the binomial tree model , we provide several algorithms for computing an accurate value of the european - style arithmetic average asian option . following rogers and shi and by jensen ’ s inequality , many different upper and lower bounds are provided ; meanwhile a formula have got by the comonotonicity and approximating the distribution function . all of the algorithms are easy for programming . with the development of computer , more accurater price can be computed quickly . and numerical example proved that these algorithms are very accurate
    对于几何平均亚式期权它的定价相对简单,已经给出了定价公式。对于算术平均亚式期权,它的未定权益具有轨道依赖特性,一直没有得到它的定价方程的解析解形式。本文基于对市场是无摩擦且在没有交易费用的情况下,在b - s模型下,利用二叉树模型给出了算术平均亚式期权定价方法;并总结了利用jensen ’ s不等式给出的各种不同情况下的上下界;同时应用共单调性和近似分布函数的方法也给出了算术平均亚式期权价格的近似公式。
用"asian option"造句  

百科解释

An Asian option (or average value option) is a special type of option contract. For Asian options the payoff is determined by the average underlying price over some pre-set period of time.
详细百科解释
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