A pricing method for American options on stocks with pidends;
一种基于支付红利股票的美式期权定价方法
This paper,to more complicated stock product,makes use of martingale measure and the method of stochastic analyse,gives the mult-factor pricing model of convertible bonds with redeemable clauses,combines the actual circumstance of market disburses pidends,discusses the martingale pricing of n-factor convertible bonds with periodic pidends,and induces the pricing formula.
针对较为复杂的股票产品,利用鞅测度和随机分析的方法给出了附有回购条款的可转换债券多因素定价模型,并结合市场分红的实际情况,探讨了在周期付红利下n-因子可转换债券的鞅定价,且给出了价格公式。
The results show that stock prices have a time delay when the payment of pidends on shares of European call options.
利用随机泛函微分方程理论和无套利对冲原理获得股票具有时滞影响且支付红利的期权定价公式。
Option pricing by the martingale measure method considering the price of stock pidends payment and a jump-diffusion process;
支付红利股票的跳扩散过程下期权定价的鞅方法
A numerical method of pricing for American call options on pidend-paying stock;
支付红利的美式看涨期权定价的数值方法
Option pricing of a pidends-payment model with a jump-diffusion;
定期支付红利的跳扩散模型的期权定价
A Dependent Multi-insurance Risk Model With Bonus Line
一类带红利线的多险种风险模型的相关结果
If the stocks process is driven by Poisson jump-diffusion,and the rate of expected stock-returns,fluctuating rate and risk-less rate are function of time dependent bonus rate,the pricing formula and put-call parity of European option were given.
Merton在1976年建立了著名的跳扩散模型,本文利用了随机分析中的鞅方法推广了Merton关于欧式期权定价的结果,讨论了跳扩散模型的一般情形:假定股票价格过程遵循Poisson跳跃的扩散过程,股票预期收益率,波动率和无风险利率均为时间的函数,以及风险资产支付红利,并且有依赖于时间参数的红利率的情况下,获得了欧式期权的定价公式和买权与卖权之间的平价关系。
An optimal venture capital policy is deduced through the discussion of evaluating American Call Option in which bonus is paid (the payment of bonus follows some rules).
通过讨论支付红利的美式看涨期权的期权价值估价 (且红利支付遵循某种规律 ) ,得出在此基础上的最佳风险投资策略 ,并通过算例分析了在市场不确定条件下 ,如何对一个风险投资项目做出决策 ,以期为风险投资策略的研究提供一种有效的途
You can see that your total cash value and pidends accumulate very fast.
您可以见到您的总现金额及累积红利来得有多快。
Monitoring nitrogen accumulation in wheat leaf with red edge characteristics parameters
利用红边特征参数监测小麦叶片氮素积累状况
preference of pidends
累积或非累积支付股利的优先股
Studies on Culture Medium and Fermentation Condition for Lipid Producing by Sporobolomyces Reseus Utilizing Sweet Potato Starch Hydrolysates;
一株掷孢酵母利用红薯淀粉酶解液积累油脂研究
arrears of pidends for cumulative preference shares
累积优先股的拖欠股利
his budget of general knowledge(bWilliam Hazlitt)
他对一般常识的累积(b威廉 黑兹利特)
his budget of general knowledge(William Hazlitt)
他对一般常识的累积(威廉 黑兹利特)
portability of accrued retirement benefits
容许累积的退休福利转移
If agriculture accumulated only for industry and very little or none for itself, that would mean "draining the pond to get all the fish" and would only harm the development of industry.
只为工业积累，农业本身积累得太少或者没有积累，竭泽而渔，对于工业的发展反而不利。
Method for Dim Small IR Target Detection Based on Wavelet and Higher-Order Cumulant
基于小波和高阶累积量的红外弱小目标检测
Involvement of Rubisco in Astaxanthin Accumulation According to Photosynthetic Characters in Life Cycle of Haematococcus Pluvialis;
雨生红球藻Rubisco在虾青素积累过程中的表达分析
Studys on the Antioxidant Function of Betacyanin Accumulating in Suaeda Salsa L.;
盐地碱蓬积累甜菜红素的抗氧化功能探讨
Studies on Energy Deposition Pattern of Calidris Ruficollis during Stopover;
红颈滨鹬中途停歇地能量累积模型研究
Study of Infrared Detection Objective Recongnition Based on Energy Accumulation
基于能量积累的红外探测目标识别方法研究
Effect of organic matter on accumulation and distribution of nitrogen of the flue-cured tobacco in red soil
有机质对红壤烤烟氮素累积分配特征的影响
method of summated ratings
累积评等法 累积评等法
Acquired by or resulting from accumulation.
累积的由累积而获得的
Study on Accumulating Lycopene by Ergosterol Synthesis Inhibitor in Rhodothece RY-17
麦角固醇合成抑制剂对促进红酵母累积番茄红素的研究