1) American bond option
美式债券期权
1.
On the basis of the entropy pricing theory,we formulate the entropy model of American bond option with the Geske-Johnson′s method of analytical approximation of American option,and give the option pricing analytical approximate formula of the underlying of the zero-coupon bonds and the coupon bonds.
基于熵定价理论,结合美式期权解析近似求解的G eske-Johnson方法,构建了美式债券期权定价熵模型,给出了标的资产为零息票债券和息票债券的美式期权估值的解析近似计算公式,并展示了具体的算法步骤。
3) Bond option
债券期权
1.
The paper prices bond and bond option,analyzing dynamic interest rate,regime-switching and option pricing.
从利率动态变化、结构转换和期权定价三个方面进行分析,对结构转换下的债券和债券期权进行定价,考虑了结构转换对利率衍生物定价的影响,利用Ito引理获得债券定价的偏微分方程,并得到债券期权定价的特征函数与递归等式。
4) Coupon-bonds option
附息债券期权
1.
In the paper,the problem about Coupon-bonds option value has been studied.
研究附息债券的定价问题,对Jam sh id ian理论进行推广,得到Hu ll-wh ite的单因子及双因子利率模型下的附息债券期权定价理论。
5) American option
美式期权
1.
American option pricing of a special model;
一类特殊模型的美式期权定价
2.
A trinomial tree methods for pricing American options;
美式期权的三叉树定价模型
3.
Asymptotic expansion of optimal exercise boundary near expiry for an American option when r=q;
r=q时美式期权最佳实施边界在到期日附近的渐近展开
6) American options
美式期权
1.
A pricing method for American options on stocks with dividends;
一种基于支付红利股票的美式期权定价方法
2.
Pricing of American options under different risk attitude
不同风险态度下美式期权的定价
补充资料：债券期权
债券期权 Bond Option
定义：
与股票期权相同，唯一分别在于相关资产为债券而不是股票。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。