套期交易 meaning in Chinese

hedge

Choice of optimal hedging time in discrete - time america option
离散型美式期权的最优套期交易时刻的选择
( 3 ) discussed the problem of option pricing under the condition of a market ' s completeness got the option ' s exact hedging trade formula . ( 4 ) with the fixed conditions of the black - scholes formula , improved the european price formula and combined the character of america option , concluded that under the same condition , call america option price equals call european option price
( 3 )利用市场的完备性条件，在完备性市场中讨论了期权定价，得出在确定条件下套期交易策略的具体表达式( 4 )利用black - scholes公式的固有假设条件，对原有的欧式期权的价格计算公式进行延拓，同时结合美式期权的相关性质，得出在同等条件下，美式看涨期权和欧式看涨期权的价格相等。