触销 meaning in Chinese
contact pin
Examples
- On this basis , the paper mainly proves that the value process { v ( t tl h , s ) ; 0 t t } of european continuous - time knock - out double - barrier put option is a martingale in the complete market without transaction costs , and the martingale property of single - barrier put option is given . at the same time , the pricing problem of american knock - out double - barrier put option is also being discussed , and the formula for determining its value at any time t ( 0 t t ) is obtained
在此基础上，本文主要证明了在不存在交易成本的完全市场条件下连续时间欧式触销式双障碍卖权贴现到0时刻的价值过程{ v ( t _ l _ h ， s _ ( t _ l _ h ) ) ； 0 t t ) }为鞅，并且给出了对应单障碍卖权价值过程的鞅性质。