1.
Option Pricing on Maximum or Minimum of Several Assets in Vacicek Model;
Vasicek利率模型下极值期权的定价
2.
Pricing Quanto Options, Quanto Reset and Quanto Extremum Options in a Jump-difussion Model;
跳扩散模型下双币种及双币种重置、极值期权的定价
3.
POSITIVELY RESEARCH FUTURES TRADING TO STRENGTHEN HEDGE BUSINESS OF COPPER ENTERPRISES;
积极探索期权交易 做好铜企业的套期保值
4.
A Mean--VaR Framework for Hedging with Options;
利用期权进行套期保值的均值——VaR模型
5.
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。
6.
The time value of an option is the difference between the premium on option and its intrinsic value.
期权的时间价值是期权费用与期权内在价值的差额。
7.
Value Evaluation Model of Water Rights Option Based on Real Option Theory
基于实物期权理论的水权期权价值评估模型
8.
The limit theorems of weighted sums for the sequences of binary random variables;
二值随机变量序列加权和的极限定理
9.
Real Options Approach to the Value of Patents Right;
实物期权在专利权价值评估中的应用
10.
The Applying of Real Option on the Valuation of Emission Rights
实物期权在排放权价值分析中的应用
11.
The longer the time to expiration, the more valuable the option.
有效期限越长，期 权的价值就越高。
12.
Modified Black-Scholes Formula and Dynamic Hedging Strategy;
修正的Black-Scholes期权定价及套期保值
13.
Nonlinear H ∞ Control Strategy of Option Hedging;
期权套期保值的非线性H_∞控制问题
14.
Value Analysis of Option to Defer in 3G Based on the Real Option Theory;
基于实物期权理论的3G项目延迟期权价值分析
15.
Valuation on the option creating and options enjoying processes of R&D project investment;
R&D投资的期权创造和期权享有过程价值研究
16.
Option time value's influence on executing or selling option decision
期权的时间价值对执行或出售期权决策的影响
17.
Finite Difference Method for Two-asset Maximal Option Pricing;
两资产极大期权定价的有限差分方法
18.
A Mean-VaR Framework for Speculating and Hedging with Options;
利用期权进行投机和套期保值的均值——VaR模型