1.
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）。
2.
For a long put, equal to the put value minus the premium. For a short put, equal to the premium minus the put value.
对于买入看跌期权的人，等于期权价值减去期权金。对于卖出看跌期权的人，等于期权金减去价值。
3.
Finite Difference Methods for Pricing the American Put Options;
美式看跌期权定价问题的有限差分法
4.
European Put Options Pricing by Esscher Transform;
欧式看跌期权的Esscher变换定价法
5.
Pricing perpetual options with jump diffusion;
跳扩散模型下永久美式看跌期权定价
6.
American Put Option with Stochastic Financial Market Model
随机市场模型下美式看跌期权的定价
7.
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。
8.
A New Type of Triple Tree Parameter Model for American Option Pricing
美式看跌期权定价的新型树图参数模型
9.
The Research on Bidding Strategies of Generation Companies Based on American Put Option Contracts
基于美式看跌期权合同的发电商竞价策略研究
10.
Pricing American Put Options: A Fast Fourier Transform Method;
美式看跌期权定价的快速傅里叶变换法
11.
Pricing the Reset Catastrophe Put Option Base on Jump-diffusion Process;
基于跳—扩散过程的重置巨灾看跌期权定价
12.
Variational Model and Numerical Methods for American Put Option Pricing Problem;
美式看跌期权价格问题的变分模型与数值解法
13.
Pricing a Kind of Looking Back-reset Call Option with Ornstein-Uhlenback Process;
一种回望重置看跌期权在O-U过程下的定价
14.
THE APPLICATION OF FINITE DIFFERENCE METHOD IN PRICING CUM DIVIDED AMERICAN PUT OPTIONS;
有红利美式看跌期权定价的Crank-Nicolson有限差分法
15.
A KIND OF MIXED COMPUTATIONAL PRICING METHOD FOR AMERICAN PUT OPTIONS;
美式看跌期权定价的一种混合数值方法
16.
A Radial Basis Function Method for Solving Bond Option Pricing Models;
用径向基函数方法求解债券看跌期权定价模型
17.
The application of the method of fundamental solutions for solving American put options
基本解方法在美式看跌期权定价中的应用
18.
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。