geske meaning in Chinese
格斯克
Examples
- When the volatility is constant , we calculate the simple growth option by black - scholes equation , and calculate the compound growth option by geske equation
在波动率不变的情况下,采用black - scholes方程计算简单增长期权的价值,采用geske公式计算复合增长期权的价值。 - In this paper , the authors divided enterprise growth option into investment option , innovation option and control option , and the valuing methods for each options were studied applying black - schoels model and geske model
研究了增长期权的投资期权、创新期权和控制期权等3种期权模式,并且运用布莱克舒尔斯模型和盖斯克模型对不同类型的增长期权进行定价。