exotic option meaning in English
第二代期权组合(设回报上或下限)
Examples
- Pricing of two kinds of exotic options under the stochastic interest rates
随机利率下两种奇异期权的定价 - Furthermore , niche strategies tend to invest in illiquid assets , such as exotic options
而且,利基性市场策略倾向于投资于如奇异期权类的非流动性资产。 - Chapter nine , ten and eleven develop the discrete methods to price exotic options , in which chapter nine prices exotic options using the shooting target gird method , chapter ten prices the options using improved shooting target gird method when the underlying asset obeys cev process , and chapter eleven prices the double lookback options using five - bifurcation tree method . in the last chapter , application of option pricing theory is studied in executive stock option plan
第九、十、十一章研究的是用离散方法对变异期权进行定价,其中,第九章是用打靶格法对一列变异期权进行定价;第十章,用改进的打靶格法对标的资产的价格服从cev过程的变异期权进行定价;第十一章用五叉树模型对双回望期权进行定价。