1) warrants black-scholes model
认股权证Black-Scholes模型
2) Black-Scholes model
Black-Scholes模型
1.
A generalization of Black-Scholes model with parameter and transaction costs;
一类带交易费用的含参数Black-Scholes模型
2.
The numerical solution for a generalized black-scholes model;
一类广义的Black-Scholes模型的数值解
3.
The price of the executive stock option can be calculated using Black-Scholes model.
指出公司股票是基于公司价值的看涨期权,因此可用Black-Scholes模型和欧式看涨期权二叉树定价公式对公司股价进行计算,其结果取决于公司债券到期时还本付息的金额以及债券的存续时间。
3) Black-Scholes-Merton model
Black-Scholes-Merton模型
4) Black-Scholes option pricing model
Black-Scholes期权定价模型
1.
On the basis of the hypotheses of the Black-Scholes option pricing model,using the arbitrage-free principle,we construct the multi-factors pricing model which corresponds to the path-dependent characteristic of Asian Rainbow options on two assets.
基于Black-Scholes期权定价模型的假设条件,利用无套利原理,构建了反映两资产亚式彩虹期权路径依赖特征的多因素定价模型。
2.
Based on the traditional NPV model of companies mergers, in the paper analyzing the recessive option value with Black-Scholes option pricing model, we obtained the new option pricing model of companies mergers NPV_T=NPV+C.
在购并目标公司价值研究的NPV净现值法的基础上,利用Black-Scholes期权定价模型,对购并过程中所得到的隐形期权价值进行分析,得到购并公司新的期权定价模型NPVT=NPV+C,并提出公司购并实施的基本依据。
6) Black-Scholes pricing model
Black-Scholes定价模型
1.
By means of stochastic differential equation and martingale methods, we discuss the multidimensional Black-Scholes pricing model under stochastic interest rate, and obtain the pricing formula for the Europe option and exchange option.
利用随机微分方程和鞅方法,讨论了随机利率情形下的多维Black-Scholes定价模型,并得到随机利率情形下的欧式期权以及交换期权定价公式。
补充资料：认股权
认股权；股票购买权 Employee Stock Option (ESO)
定义：
通常是指某些大公司允许公司内部的执行业务人员(如总经理，董事，监察人等)在特定期间内，以一种特别优惠的价格购进该公司股票或债券的权利，此种认股权依规定通常是不可以转让给他人的。