1.
Perpetual Options and Optimal Stopping for Mixed-Gamma Distributions;
永久期权价格的闭形式解和最优停时
2.
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
3.
Average Price Cal
平均价格买入期权权
4.
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。
5.
At expiration, equal to the strike price minus the futures price.
在期权合同到期时，等于执行价格减去期货价格。
6.
So the option buyer's got the right to deal at the price he agreed,
因此，期权买方有权按协定价格交易，
7.
Research on the Limitation and Emendation of the Exercise Price of Stock Option;
股票期权行权价格的局限与修订研究
8.
Computing the prices of exotic options Using forward shooting target grid method
前向打靶格方法计算变异期权的价格
9.
At expiration, equal to the futures price minus the strike price of the call.
在有效期内，等同于期货价格减去期权执行价。
10.
The Pricing of Exotic Options under Stochastic Volatility;
具有价格随机波动率的新型期权定价
11.
Pricing options on stocks driven by Ornstein-Uhlenback process;
股票价格遵循Ornstein-Uhlenback过程的期权定价
12.
Pricing Options on Stocks Driven by Poisson Jump Diffusion Process;
带有Poisson跳的股票价格模型的期权定价
13.
Pricing of Basket Options Based on Generalized European Weighting Arithmetic Average Price;
广义欧式加权算术平均价格一揽子期权定价
14.
Study on the Relationship of Western-style Optim Pricing and Warrants Prices in the Shanghai and Shenzhen Stock Markets
欧式期权定价与沪深证券市场权证价格分析
15.
An option with a strike price equal to the underlying futures price.
一个期权的执行价等于其原生期货的价格。
16.
Option Pricing Model When Stock Pricing Process is a Jump-Diffusion Process;
股票价格服从跳跃扩期过程的期权定价模型
17.
For puts: futures price- premium+ expected basis.
对于卖出期权是指期货价格减去期权金再加上预期的基点。
18.
For calls: futures price+ premium+ expected basis.
对于买入期权是指期货价格加上期权金再加上预期基点。