执行价格

经典的B-S模型成立的一个重要前提是假设期权标的资产价格的波动率相对于执行价格来说是不变的。

An important premise of the original B-S model is that the volatility of underlying asset price is constant relative to the exercise price .

另外，本文首次讨论了期权价值变化相对于红利率和执行价格变化的比率Phi值和Tau值。

In addition , some conclusions about Phi value and Tau value were firstly presented , which relate the change of options price to the change of dividend and the change of exercise price respectively .

期权执行价格可变的VMI供应链中零售商收益研究

On Retailer 's Profit under Vendor Managed Inventory with Variable Option Executive Price

EDF表示，在没有商定执行价格的情况下，与潜在投资者的交易无法敲定。

EDF said that without a negotiated strike price , no deal could be finalised with potential investors .

最敏感的环节是EDF在欣克利角生产的电力的执行价格。

The most sensitive aspect is the strike price for the electricity EDF will produce at Hinkley Point .

BestDeal具有执行价格比较的逻辑。

BestDeal has the logic to perform price comparison .

运用鞅方法研究Hull-White利率模型与指数O-U过程模型下具有不确定执行价格的期权定价公式。

The option pricing formula with change exercise price under Hull-White interest rate model and exponential O-U process model is studied by using Martingale method .

基于定值险标的价格的充分弹性、执行价格固定性和出险概率稳定性，可以将B-S期权定价模型引入到定值保险的定价中。

Based on complete elasticity of the value of valued insurance subject matter , stipulated exercise price and stable risk probability , Black-Scholes Option Pricing Model can be applied to valued insurance pricing .

利用偏尾分布与偏尾过程，首次提出了期权执行价格的DF构造，并在此基础上给出了股票无红利分配条件下期权定价的构造性解析模型&DF构造定价模型。

Based on the Partial Distribution and the Partial Process , this paper presents the DF structure of strike price of option for the first time , and gives the DF structure pricing models , the constructive analytic models for options pricing on a non-dividend-paying stock .

KMV模型将公司权益看作欧式看涨期权，以公司资产价值作为标的资产，某一债务水平作为执行价格，债务到期日为期权执行日。

KMV model regard the equity of company as European call option , the value of the assets of the company as the underlying assets , a level of debt as the execution price , debt maturity as the option exercise date .

执行价格是股票期权的一个重要变量。

Strike price is an important variable of the stock options .

变执行价格认股权证定价研究

Study on the Value of Warrant with Variable Strike Price

经理股票期权执行价格的理论研究

Research of the exercise price for executive stock options

在期权合同到期时，等于执行价格减去期货价格。

At expiration , equal to the strike price minus the futures price .

美式看跌期权的最佳执行价格

The optimal exercise price of the American put option

研究并指出最优股票期权执行价格的一个有效范围；

Gets a better scope it contains the optimal exercise price of ESO plan ;

具有不确定执行价格的期权定价模型

Option pricing model with change exercise price

基于变执行价格认沽期权的不良贷款定价研究

Study on Pricing of Non-Performing Loan in Commercial Bank Based on Put Option of Variable Strike Price

二是对非上市公司而言很难确定合理的期权执行价格。

The second is that it 's difficult to confirm reasonable exercise price of stock options in non-listed companies .

在此基础上，运用无风险套利原则，推导出变动执行价格条件下的类似于美式期权的实物期权的定价公式。

At last the paper deduces the pricing formula of real option similarly American Option utilizing No-Risk Arbitrage Pricing Theory .

如果该投资品的实际价格下跌至预定价格或执行价格以下，则投资者能够获利。

If the actual price of the thing falls below the set price , or strike price , you make money .

本文重点对实物期权定价模型中的具体参数，如资产价格、执行价格、波动率进行了详细的阐述。

This paper focuses on specific parameters of option pricing model , such as asset prices , the strike price , volatility .

其它文献认为，实物期权的执行价格就是执行实物期权时的投资成本。

The others documents think that the executing price of the real option is the cost of investment when executing the real option .

建立了执行价格为随机变量的跳跃扩散过程的期权定价模型，该模型实际上是一种资产交换期权，推导出了期权定价公式。

Establish the option-pricing model when exercise price is random variable . The option-pricing model is options to exchange one asset to another .

本文通过对类似于美式期权的实物期权的执行价格的特征进行分析，并运用几何布朗运动对其进行了描述。

The paper discusses the character of strike price in pricing real option similarly American Option and describes it using Geometric Brownian Motion .

如果执行价格太高，认股权的激励作用就不那么有效了。

Stock options are not much use as an incentive if the price at which they can be exercised is out of reach .

重点讨论了标的资产价值、执行价格、波动率和价值漏损率的确定方法。

More importantly , discuss the definite method of assets property value , the cost , the undulation rate and the value leak rate .

做假账的形式多种多样，从在不同报告期内转移成本和收入，到追溯调整股票期权的执行价格，不一而足。

This has taken many forms , from shuffling costs and revenues from one reporting period to another , to adjusting retrospectively the strike price of stock options .

对具有不确定执行价格的股票价格分别服从几何布朗运动和几何分数布朗运动时的欧式双向期权进行了分析，得到了相应的定价公式。

We give the pricing of Bi-direction European options with the exercise price is uncertain when the stock price submitting to geometry Brown walk and geometric fractional Brownian motion .

论文以再装股票期权为例研究了期权执行价格最低水平的决定机制，并研究了执行价格可变的再装股票期权的定价。

The third part studies the determination about the minimum level of the reload option strike price , and the pricing of reload stock option with variable strike price .