1.
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;
2.
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
3.
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
4.
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
5.
Research on Numerical Methods for Pricing American Call Options on Dividend-paying Stock;
支付红利股票的美式看涨期权定价问题的数值方法研究
6.
American Call Option Pricing Method in Fractional Brownian Motion Environment;
分数布朗运动环境下的美式看涨期权的定价方法
7.
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
8.
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
9.
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
10.
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
11.
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
12.
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）。
13.
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
14.
Pricing perpetual options with jump diffusion;
跳扩散模型下永久美式看跌期权定价
15.
American Put Option with Stochastic Financial Market Model
随机市场模型下美式看跌期权的定价
16.
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。
17.
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
18.
When interest rate is constant, I have put forward option price formula of the discounted value of the European call option.
讨论了当利率是常数时 ,欧式看涨期权价格折现值所满足的微分方程 .