Linear complementary problem and american option pricing 線性補(bǔ)問題與美式期權(quán)定價(jià)
American option pricing of a special model 一類特殊模型的美式期權(quán)定價(jià)
Comparison of three kinds of monte carlo methods for american option pricing 美式期權(quán)的幾種蒙特卡羅仿真定價(jià)方法比較
Asymptotic analysis and numerical computation of american option when expiry date runs to infinity 美式期權(quán)執(zhí)行日趨于無窮大的漸近分析及計(jì)算
The numerical solution for pricing american options under stochastic volatility is considered 摘要考慮隨機(jī)波動(dòng)率下美式期權(quán)定價(jià)問題的數(shù)值模擬求解。
The pricing problem of the american option is currently studied as one of the important items in finance 美式期權(quán)的定價(jià)問題是當(dāng)前金融學(xué)面臨的重要研究課題之一。
The problem of valuation for american options is extended to deal with both constrained portfolio and different interest rates for borrowing and lending 在金融資產(chǎn)的定價(jià)中,另一類重要問題是期權(quán)定價(jià)。
Because the american option may early be exercised before the expiration date , its pricing is generally more difficult than that of the european option 由于美式期權(quán)可以提前執(zhí)行,故為其定價(jià)要比為歐式期權(quán)定價(jià)困難得多。
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 原本覬覦歐洲證交所的德意志證交所,在同意以28億美元的價(jià)格收購一家美國期貨交易所? ? ise后,實(shí)力更進(jìn)一步。
Complete ski vacations with emphasis on european resorts . also offers north american options . packages include air , lodging , lifts and other tour features 在歐洲勝地上與強(qiáng)調(diào)完成滑雪假期。另外提供北美的選擇。包裹包括空氣,住宿,電梯和另外的旅游特征。