american option造句

• Linear complementary problem and american option pricing
  线性补问题与美式期权定价
• American option pricing of a special model
  一类特殊模型的美式期权定价
• Comparison of three kinds of monte carlo methods for american option pricing
  美式期权的几种蒙特卡罗仿真定价方法比较
• Asymptotic analysis and numerical computation of american option when expiry date runs to infinity
  美式期权执行日趋于无穷大的渐近分析及计算
• The numerical solution for pricing american options under stochastic volatility is considered
  摘要考虑随机波动率下美式期权定价问题的数值模拟求解。
• The pricing problem of the american option is currently studied as one of the important items in finance
  美式期权的定价问题是当前金融学面临的重要研究课题之一。
• The problem of valuation for american options is extended to deal with both constrained portfolio and different interest rates for borrowing and lending
  在金融资产的定价中，另一类重要问题是期权定价。
• Because the american option may early be exercised before the expiration date , its pricing is generally more difficult than that of the european option
  由于美式期权可以提前执行，故为其定价要比为欧式期权定价困难得多。
• Germany ' s deutsche b ? rse , which had wanted euronext , has consoled itself by agreeing to buy ise , an american options market , for $ 2 . 8 billion
  原本觊觎欧洲证交所的德意志证交所，在同意以28亿美元的价格收购一家美国期货交易所? ? ise后，实力更进一步。
• Complete ski vacations with emphasis on european resorts . also offers north american options . packages include air , lodging , lifts and other tour features
  在欧洲胜地上与强调完成滑雪假期。另外提供北美的选择。包裹包括空气，住宿，电梯和另外的旅游特征。
• They could be classified as call options , put options , american options , european options , financial options , real options and so on according to different benchmarks
  按不向标准，期权可分为看涨期权和看跌期权、美式期权和欧式期权、金融期权和实物期权等。
• The article detailedly researches the characters of the american option and the principle of forming its value , and offers a new , very fast and accurate numerical pricing method of the american put option ? " fft " method
  本文深入剖析了美式期权特点及其价值形成机理，提出了一种新的快速的高精度的美式看跌期权定价的数值方法?快速傅里叶变换法。
• Furthermore , i also research on the problem of american option pricing when there being no transact cost using the property of martingale process . and i give correspondent buying price , selling price and some conclusions
  另外，本文还利用鞅过程的性质讨论了当不存在交易成本时美式期权的定价问题，并给出了相应的买价和卖价公式以及相关的一些结论。
• Just because of these reasons , cox , ross and rubinstein put forward the foundation of the algorithm , solving the pricing problem of the american option , which is significant to the development of the pricing theory of the option and option products
  正是因为这些原因， 1979年， cox , ross和rubinstein发表了《期权定价：一种简化方法》的论文，提出算法的基础，解决了美式期权的定价问题，对期权定价理论和期权产品的发展具有重要意义。
• In the 3rd section we introduce how to use mathematical model to study financial problems , whose assets running on mixed jump - diffusion process , first we get the famous non - linear feynman - kac formula by fbsde , then let the solution of the bsde be a investor ' s utility function , and it ' s the so - called recurse utility function . second , we can prove that this utility function is a continue viscosity solution of the variation inequality which we get above , and we get the comparison theory . third we can use the result to financial market to study the optimal consumption and portfolio problem or evaluate the american option
  第三章介绍了利用金融资产价格运行基于复合跳跃? ?扩散过程的数理模型来研究金融经济问题，通过结合运用正倒向随机微分方程，推导得到著名的非线性feynman - - kac公式，并且将相应的倒向随机微分方程的解记为投资者的值函数，这也就是通常所说的效用值函数；接着我们可以证明此效用值函数为某一偏微积分变差不等式的连续粘性解，并且得到了比较原则；这些结果可以应用到金融领域用于消费投资组合的选择或是美式期权的估值。
• Chapter two analyses the problems that fixes the convertible bond price in our country . many listed companies generally use european option price at the formula , namely black - scholes model . because of the multiple option nature and the american option nature contained in the transferable bond , black - scholes model ca n ' t be applied mechanically to fix the price of the convertible bond
  第二章分析了可转换债券定价在我国所存在的问题，即从我国上市公司发行可转换债券的公告来看，一般都使用欧洲期权定价公式，这是由1973年fischerblack和myronscholes在其《期权和公司负债定价》的著名论文中所建立起的欧式期权定价解析表达式，即black - scholes模型而成。