1.
Theory of Call Options and Institutional Design of Stock Options;
看涨期权理论与股票期权的制度设计
2.
There are two types of options: a call and a put.
期权有两种：买进期权（或看涨期权）和沽出期权（或看跌期权）。
3.
A Fuzzy Binomial Tree Model with European Call Options Pricing;
关于欧式看涨期权的模糊二叉树模型
4.
On the basis of the theory of option pricing,We study the connection between America call option and European call option;
基于期权定价的基本理论,研究美式看涨期权与欧式看涨期权之间的关系;
5.
A combination of a short futures contract and a long call, called a synthetic long put.
卖出期货合同和买进看涨期权的组合，叫做组合买入看跌期权。
6.
Reset Call Option s Price Properties and Warrant s Dilution;
重置看涨期权价格的性质和权证的稀释作用
7.
A New Proof for "Executing the No-Dividend American Call before Maturity Is Not Optimal
“无分红美式看涨期权不宜提前执行”的新的证明
8.
Variational Inequality Model of the American Capped Call Option
美式封顶看涨期权的变分不等方程模型
9.
Pricing of American Call Option under Lévy Model with Stochastic Volatility;
带随机波动率的Lévy模型下美式看涨期权的定价
10.
The Pricing for the Maximum Reset Call Option Based on Monte Carlo Methods;
基于蒙特卡罗方法的极大重置看涨期权定价
11.
Two Pricing Methods on Paying Bonus Stock of European Call Options;
支付股息欧式看涨期权的两种定价方法
12.
One of European Call Option Pricing Formula with Pure Birth Jump-diffusion
一个含有跳—扩散过程的欧式看涨期权定价公式
13.
A combination of a put and a call with the same strike price, in which both are bullish, called synthetic long futures.
由两个有相同的行使价的看跌和看涨期权形成的组合，同时二者都看涨，叫做组合买入期货。
14.
A dual option position involving a bull and bear spread with identical expiry dates.
一种期权策略，这种策略可以借具有相同有效期的看跌期权或者看涨期权得以贯彻。
15.
At expiration, equal to the futures or stock price minus the strike price of the call.
到期日价格，等于远期价格或股票价格减看涨期权履约价格。
16.
Stock Market Segmentation,Call Option and China Stock Market s Puzzles--a New Theory Framework;
股权分置、看涨期权与中国股市之谜——一个新的理论框架
17.
American Call Pricing on Dividend-Paying and Placing Stocks with Stochastic Volatility
有随机波动率及定期分红和配股时美式看涨期权的定价
18.
Also, a combination of a long futures contract and a short call, called a synthetic short put.
同时，买进期货合同和卖出一个看涨期权的组合，叫做组合卖出看跌期权。