gesk meaning in Chinese
格斯克
Examples
- Second , go deep into investigate the frame and calculate method of real options , apply formulation of gesk , black - scholes carr and margrabe to a instance , and compare the results of different formulations . make use of binominal lattice ^ finite difference and monte carlo to one instance . this paper suggests that the operable procedure and method copeland and antikarov provided with monte carlo simulation and binominal lattice is a best way
第二,深入分析实物期权应用框架和计算方法,利用gesk公式、 black - scholes公式、 carr公式和margrabe公式对具体的实例进行了计算比较,又采用二项网格法、有限差分方法和蒙特卡罗方法对实例进行了模拟计算。