1、

Hedging and Stopping-time Analysis About an American Option with Discrete time

离散时间美式期权套期及停时分析

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2、

We study the asymptotic behavior for price and optimal exercise boundary of American option when the expiry date goes to infinity.

讨论美式期权价格及最佳实施边界在执行日期趋于无穷大时的渐近性态。

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3、

The pricing problem of the American option is currently regarded as one of the hot spot in Finance.

美式期权的定价问题是当今数理金融学的重要研究课题之一。

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4、

The models of American option and perpetual American option are a free boundary problem of parabolic partial differential equation and ordinary differential equation respectively.

在相应的基本假设下,美式期权的定价模型是一个抛物型偏微分方程自由边界问题,而永久美式期权的定价模型是一个常微分方程自由边界问题。

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5、

In this paper, the pricing of American option in infinite time and optimal expiration time are given.

该文给出了无限期美式期权的定价公式以及最优实施期。

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6、

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

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7、

The path-dependent characteristic of American option results in it's pricing complexity and causes the pricing differences from American call option and put option.

美式期权的路径依赖特征导致了其定价的复杂性,并使得美式看涨、看跌期权之间的定价原理差异较大。

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8、

The stock loan is treated as a generalized perpetual American call option with auto-matic termination clause and possibly negative interest rate.

在普通的股票抵押贷款中,引入自动终止条款,当成利率可能为负值的永久美式看涨期权来处理。

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9、

The pricing problem of the American Put Option and volatility estimate are currently studied as two of the important items in the option pricing theory.

美式看跌期权定价和波动率估计是期权定价理论中的两个重要问题。

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10、

According to HR consulting firm Hewitt Associates, 10-12 per cent of large American employers offer staff this option.

人力资源咨询公司翰威特(Hewitt Associates)称,10%-12%的美国大公司为员工提供这种选择。

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11、

According to Andrew Small of the German Marshall Fund, an American policy institute, Pakistan may be "talking up the' China option" beyond where the Chinese are willing to go. "China, he reckons, will be reluctant to tilt too far towards what might look like an anti-India alliance."

根据德国马歇尔基金的Andrew Small所说,美国制定了一种政策,巴基斯坦就可能“在中国确定想要前进的方向之前大声谈论‘中国的选择’”。

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12、

since pfizer corporation of america set up the first manager stock option, the enterprises in western developed countries such as american have widely adopted this mechanism.

自从1952年美国Pfizer公司推出第一个经理股票期权以来,美国等西方发达国家的企业开始普遍采用股票期权制。

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13、

Pricing Problem of Fixed Deposit Embedded with American-Style Option

定期存款所含嵌入期权的定价

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14、

Stock option incentive system originated in the 1950s, American, in western developed countries have several years of development, its in motivating employee aspect really play a positive role.

以股票期权为代表的股份支付制度起源于20世纪50年代的美国,在西方发达国家已有数十年的发展历程,其在激励员工方面确实发挥了积极的作用。

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15、

Numerical Method for Free Boundary Problem of American Spread Option

确定美式Spread期权自由边界的一种算法

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16、

switchgrass (panicum virgatum ), a perennial plant growing in american grassland, may be an ideal alternative option.

柳枝稷也许是一个比较理想的替代选择,它是美国草原地区的一种多年生植物。

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17、

The Research on Bidding Strategies of Generation Companies Based on American Put Option Contracts

基于美式看跌期权合同的发电商竞价策略研究

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18、

According to people familiar with the situation, the Stuttgart-based German-American carmaker is weighing this all-share option.

据知情人士称,总部位于斯图加特的德-美汽车制造商戴姆勒克莱斯勒正在考虑这项全股票收购方案。

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19、

Ruin Analysis for Erlang ( 2) Risk Process and American Put Option

Erlang(2)过程的风险分析与美式看跌期权

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20、

American Call Option with Stochastic Market Model

随机市场下美式看涨期权的定价

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