1.
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
2.
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
3.
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;
4.
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
5.
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 .
6.
THE MARTINGLE PRICING METHOD ABOUT A EUROPEAN UP & OUT CALL ON CALL OPTION;
欧式向上敲出看涨认购权证的鞅方法定价
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.
European Put Options Pricing by Esscher Transform;
欧式看跌期权的Esscher变换定价法
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.
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
14.
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
15.
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
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.
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