BlackScholes

用法例句

This paper reviews the typical option pricing theories and the European option pricing models, makes detailed evaluation on them, and looks forward to the developing directions of the futur.

回顾了经典的期权定价理论及欧式期权定价模型,对其进行了详细的评价,展望了未来期权定价理论的发展方向。

An option pricing model for valuing R&D upgrading investment within software enterprises;

软件企业R&D升级投资价值的期权定价模型

Comparison between two option pricing models;

两个期权定价模型的比较

To modify the actuarial formula put forward by Bladt and Rydberg,an actuarial approach is proposed in view of evaluating actual losses and corresponding probability distribution to quantitatively check the price composition of European premium,thus developing an option pricing model to deduce further the famous Black-Scholes formula.

在修正Bladt和Rydberg提出的精算公式基础上,从评估实际损失和相应概率分布角度来定量研究期权价值构成,获得基于保险精算方法的期权定价模型,并进一步推导出经典Black-Scholes期权定价公式。

Pricing models for default-risky european options

违约风险的欧式期权定价模型(英文)

Option Pricing Model when Stock Price Returns Have Hyperbolic Distribution with Underlying Stock Paying Dividends;

股票收益服从双曲线分布且有红利支付时欧式期权定价模型

Pricing European Options in a Bivariate Jump-diffusion Model;

一类二元跳扩散模型的欧式期权定价

Pricing of Bi-direction European options on stocks driven by Poisson jump diffusion process;

带有Poisson跳的股票价格模型的欧式双向期权定价

Martingale Pricing of the European Up-and-In Calls Under the Models of Stock Price Fluctuation;

价格波动源模型下欧式上入局期权的鞅定价

Simulation and Optimisation of European and American "Parisian Option" Pricing Model;

欧式及美式“巴黎期权”定价模型仿真与优化

Minimal pricing models of European stock options under Knight uncertainty;

Knight不确定环境下欧式股票期权的最小定价模型

European Option with Stock Price Distributions with Stochastic Volatility and Pricing Model for the Buy-again Option;

随机漂移的欧式期权定价与可追加的期权定价模型

A Utility Based European Option Pricing Model with Transaction Costs

引入交易成本的欧式期权效用定价模型

Pricing of Bi-direction European Option under a Kind of Jump Diffusion Model;

一类跳扩散模型下的欧式双向期权定价

Pricing European Options in Ornstein-Uhlehbeck Model with Jump Risks

具有跳风险O-U过程模型的欧式期权定价

Pricing of European up-and-inoption based on jump-diffusion model

基于跳扩散模型的欧式上升敲入期权定价研究

ORNSTEIN-UHLENBECK MODEL OF EUROPEAN OPTION PRICING IN FRACTIONAL JUMP-DIFFUSION ENVIRONMENT

分数跳-扩散环境下欧式期权定价的Ornstein-Uhlenbeck模型

Study on pricing of European contingent claims when the interest rate obeys the Vasicek model;

Vasicek利率模型下欧式未定权益定价方法

Fuzzy Pricing about European Call Option under the Process of Jump-diffusion

跳跃扩散过程下欧式期权的模糊定价

OBSERVED INFORMATION BASED OPTION PRICING MODEL IN FRACTIONAL B-S MARKET;

基于观察信息的分数B-S市场的欧式幂期权定价模型

The Statistical Properties of Parameters and Implied Volatility from European Power Function Call Option;

欧式幂期权定价模型中参数及隐含波动率的统计特性

Pricing European options under a double exponential jump-diffusion model with multi-factor CIR market structure risks

多因素CIR市场结构风险的双指数跳扩散模型欧式期权定价