| 1. | Pricing formulae for european options with transaction costs
有交易成本的欧式期权定价公式 |
| 2. | The derivations of black scholes , formula and its extensions
斯科尔斯期权定价公式的推导及推广 |
| 3. | The pricing formulas of exchange options in the pure birth jump - diffusion process
纯生跳跃扩散型交换期权定价公式 |
| 4. | The pricing formula of barrier option based on the geometric average assets
障碍期权推广到几何平均资产情况下的定价公式 |
| 5. | In the second part , the paper uses black - school option fixing price formula to calculate loans fixing price
文章的第二部分利用black ? school期权定价公式，计算贷款的定价问题。 |
| 6. | These issues will be of great help to understand stock option contracts comprehensively , and will certainly promote its development in china
论文的主要创新之处在于： 1 、推导出不同于black - scholes模型的股票期权价值的定价公式。 |
| 7. | Deducing the pricing formula of executive stock option ( eso ) which is different from black - scholes model in a new method called " certainty equivalence "
因此我们用“确定性等值”方法推导出不同于black - scholes模型的股票期权价值的定价公式。 |
| 8. | So far , most researches in option pricing , including black - scholes formula , have been conducted in the approach of the linear classic financial theories
迄今为止,包括black - scholes期权定价公式在内,对期权定价的研究与分析基本上都是在经典资本市场理论的线性范式下展开的。 |
| 9. | 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。 |
| 10. | Compared to the traditional black - scholes formula , the fractional brownian motion formula for option pricing is not only affected by the expiration time , but also dependent upon the memory exponent h
相比较传统的black - scholes期权定价公式,分数期权价格不仅与到期的时间有关,还取决于记忆参数h 。 |
