option pricing model

[ˈɔpʃən ˈpraisiŋ ˈmɔdəl]
  • 释义

    期权定价模式;

数据更新时间:2026-08-18 21:12:32
1、

methods by changing basic assumption of black-scholes option pricing model, utilize the partial differential equation to study underlying asset pricing process which is mixed process.

方法改变Black-Scholes期权定价模型的基本假设,运用随机微分方程研究标的资产服从混合过程的期权定价。

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2、

A Study on the Rainbow Option Pricing Model with Transaction Costs

有交易费用的彩虹期权定价模型的研究

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3、

based on complete elasticity of the value of valued insurance subject matter, stipulated exercise price and stable risk probability, black-scholes option pricing model can be applied to valued insurance pricing.

基于定值险标的价格的充分弹性、执行价格固定性和出险概率稳定性,可以将B-S期权定价模型引入到定值保险的定价中。

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4、

This paper modifies the finite mixture option pricing model of Ritchey by replacing his non-combining binomial probability tree with a finite Markov Chain.

对Ritchey的通过以有限马尔可夫链替代其非组合二项式概率树的有限混合期权定价模型进行了修改。

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5、

application of black-scholes option pricing model in valued insurance pricing

B-S期权模型在定值保险定价中的应用

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6、

Set up real option pricing model based on ANN was the progeny of this paper.

本课题的研究成果是,建立了基于人工神经网络的实物期权定价模型.

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7、

Research on the Black-Scholes Stock Option Pricing Model Based on Special Investment Strategy

基于特定投资策略的Black-Scholes期权定价模型研究

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8、

The main purpose of this article is to solve European option pricing and hedging in a jump-diffusion model in financial mathematics.

本文的主要目的是解决金融数学中标的资产带跳的欧式期权的定价问题和套期保值。

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9、

In financial statistics, Black-Scholes option pricing model to promote the general derivative securities is the important issue of modern financial statistics.

在金融统计中,Black-Scholes期权定价模型的一般衍生证券的推广是当代金融统计的重要问题。

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10、

a trinomial option pricing model dependent on skewness and kurtosis

一个依赖于挠度与峭度的三项式期权定价模型

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11、

Evaluating the Value of CM& A through Option Pricing Model

用期权定价模型评估企业并购的价值

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12、

Using insurance actuary pricing , we gain the European option pricing model.

使用保险精算法,给出了欧式期权的定价公式.

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13、

includes: ( 1) the application of b-s option pricing model in enterprise strategy investment decision.

包括:(1)B-S期权定价模型在企业战略投资决策中的应用。

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14、

Double knock-out call option pricing model

双边敲出障碍期权定价模型

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15、

In this article it mainly introduces four kinds of pricing model, including Income Discount Model, Compare Company Analysis Method, Option Pricing Model and Many Factors Pricing Model. It elaborates the application scope, characteristics and shortage of every model in this article respectively.

本文主要介绍了四类定价模型:收益贴现模型、可比公司分析法、期权定价模型以及多因素定价模型,并分别阐述了每个模型的适用范围、特点以及存在的不足之处。

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16、

In the paper, the Black-Scholes Option Pricing Model is introduced, which provides a standard to judge whether the trading price is reasonable.

本文突破了传统的定价模型,将期权概念引入目标企业的价值评估中,从而通过对布莱克&肖尔斯期权定价模型进行修正对其估价,并提出了交易价格合理与否的判断标准。

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17、

The third charter discusses the real option pricing model when the underlining assets is non-exchanged using the idea of discomposing.

第三部分主要考察在标的资产不可交易的情况下,运用分解的思想对其价值进行分解,直至找到可以交易的变量,实现对实物期权的定价;

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18、

this paper develops a trinomial option pricing model that incorporates the first four moments of the stock return distribution.

提出了一个将股票收益分布的头四个动差结合起来的三项式期权定价模型。

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19、

option pricing model when stock pricing process is a jimp-diffusion process

股票价格服从跳-扩散过程的期权定价模型

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20、

Research of the amortizing decision-making based on option pricing model

基于期权定价模型的还贷决策问题研究

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21、

trinomial option pricing model of barrier option in finite periods

有限时期障碍期权的三项式期权定价模型

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22、

firstly, the article studies the classic black-scholes option pricing model and concludes the black-scholes option pricing formula with the risk-neutral valuation method.

首先,对经典的Black-Scholes期权定价模型进行了分析,并利用风险中性定价方法推导出了Black-Scholes期权定价公式。

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23、

Black Scholes model has solved European option pricing in efficient market successfully.

BlackScholes模型 成功解决了有效证券市场下的欧式期权定价问题.

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24、

black-scholes option pricing model

Black-Scholes期权定价模型

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25、

we respectively discuss the economic cost of resettable executive stock options to the company and the economic value of them to the executive, by using the black-scholes option pricing model and the certainty-equivalence model.

我们分别利用Black-Scholes期权定价模型和确定性等价模型讨论可再定价经理股票期权对公司的经理成本及其对经理的经济价值。

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26、

a real option pricing model based on information entropy theory

基于信息熵理论的实物期权定价模型及其应用

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27、

Option pricing model for value evaluation of intangible assets in small and medium-sized S& T enterprises;

科技型中小企业在我国不断发展壮大,已成为我国技术创新的重要源泉之一。

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28、

Trinomial Option Pricing Model of Call Option for Finite Periods

有限周期买入期权的三项式期权定价模型

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29、

This article applies an extension of the Black-Scholes option pricing model, which is based on the foreign theory of convenience yield, to portray the character of convenience yield in Chinese futures market.

本文根据国外便利收益理论,深入研究便利收益的期权性质及其定价,并采用修正的Black-Scholes期权定价模型对中国期货便利收益进行分析。

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30、

through the theory of probability, we show the formula of the trinomial option pricing model for finite periods in a stock market.

利用概率论的理论,推导出了某一假定证券市场中有限周期买入期权的三项式期权定价公式。

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