看涨期权

特别地，在考虑交易费的情况下我们得到了欧式下降敲入看涨期权的最小值，即期权的实际价值。

In particular , the minimal price of the European down-and-in call option under transaction costs is obtained , which can be used as the actual price of an option .

可转换公司债券在中国证券市场上还是一种新兴的衍生金融工具，中国的部分投资者尚未充分认识其看涨期权价值空间的广阔性及其投资风险的有限性。

As a newly developed derivative , convertible bond is characterized by its high value of call option and low value of investment risks , which is not fully understood by Chinese investors yet .

利用Fourier变换方法求得美式看涨期权的一个封闭解，并给出了有交易费用的美式期权定价公式。

Using Fourier transform method , closed-form solutions of American call option claim , and the formula to American option pricing with transaction costs are given .

本文研究股价服从指数广义双曲levy过程下的欧式期权定价理论，并以宝钢欧式看涨期权为例，通过技术方法实现定价。

This paper deals with pricing theory and empirical study about European option pricing when stock prices obey exponential Generalized hyperbolic levy process .

以实物期权的观点看，政府通过对BOT高速公路的双边保证，获得两个实物期权价值：看跌期权价值及看涨期权价值。

From real options perspective , through the BOT highway bilateral guarantee the government access to two real options value : a put option value and a call option value .

投资者可选择行使期权，以每股50元之价格买进股票，或者卖掉LEAPS看涨期权获取利润。

The investor may choose to exercise the calls and take delivery of the stock at a price of50 , or may sell the LEAPS calls for a profit .

而对于有分红的美式看涨期权而言，由于其具有提前执行的特性，无法像欧式期权一样得到封闭解，因此人们常采用格点法与蒙特卡罗模拟法（MonteCarloMethod）为其定价。

In terms of the American call option with dividend , because of the property that it can be executed before expire , in very few special cases , closed form solutions can be found . More often , lattice method and Monte Carlo simulation method are necessary for pricing .

在Black-Scholes公式假设条件下，利用鞅和停时理论，得美式看涨期权的价格与欧式看涨期权的价格相等；

Under the assumption condition of Black-Scholes formula , use the theory of martingales and stopping time , get the conclusion that : the price of America call option equals the price of European call option ;

本文在Black-Scholes模型假设的市场条件下，假定投资者的投资对象中含有一个欧式看涨期权，讨论了在该情形下投资者如何进行投资和消费的问题。

Under the market conditions supposed in Black-Scholes model and assumption that an investment object is a European call option , in this paper an investment-consumption problem is investigated . A utility maximization model is constructed .

第四章，回顾了期权的概念、期权的价格关系和Black-Scholes期权定价公式，提出了欧式看涨期权价格的折现值所满足的微分方程；

Part four , Have looked back the concept of option , the price relation of option and Black-Scholes option price formula , have put forward option price formula of the discounted value of option present value ;

进一步分析了人力资源的特殊性，引入看涨期权思想，运用修正的Black-Scholes定价公式，进行人力资源价值计量。

Then we analyzed the specialty of the human resource , made use of call option thought , introduced the adjusted Black-Scholes pricing formula , and combined the result of performance evaluation , so as to assess human resource value .

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 .

创建带跳跃的指数O-U随机过程扩展模型，并在利率为跳-扩散过程的假设下，给出了相应的期权价值方程以及欧式看涨期权的定价公式。

We establish an generalized exponential O-U model with " jump " , and the option value equation and the pricing formula of European call option are deduced under incontinuous stochastic interest rate model .

汇率对欧式看涨期权的影响

The Effect of Exchange Rate Risk to European Call Option Pricing

一个含有跳&扩散过程的欧式看涨期权定价公式

One of European Call Option Pricing Formula with Pure Birth Jump-diffusion

看涨期权理论与股票期权的制度设计

Theory of Call Options and Institutional Design of Stock Options

项目投资中放弃期权与看涨期权的组合研究

Study on Combination of Abandon Option and Growth Option in Project Investment

认股权证在许多方面既类似于又不同于看涨期权。

Warrant and call option have many aspects in common .

中国铝业股份有限公司基本上给了力拓免费的看涨期权。

Chinalco essentially gave Rio Tinto a free call option .

考虑欧式看涨期权的定价问题。

Considering the pricing problem of european call option .

欧式看涨期权价格折现值的研究

The Study for Price Formula of Discounted Value of the European Call Option

美式封顶看涨期权的变分不等方程模型

Variational Inequality Model of the American Capped Call Option

期权交易员因预期经济会增长正买入看涨期权、而非防御性的看跌期权。

Options traders are buying calls on growth , rather than protective puts .

其中，变界障碍时刻的欧式上升敲出看涨期权的定价公式具有较好的实用性。

The pricing formula of European up-and-out call option with varied barriers is practicable .

幂型资产或无两值欧式看涨期权的定价

Pricing of European Call Options with Power Asset-or-nothing

随机市场下美式看涨期权的定价

American Call Option with Stochastic Market Model

徐福记是对中国中产阶层壮大的看涨期权。

Hsu Fu Chi is a call option on growth in the Chinese middle class .

将高额医疗费用保险视为一种特殊的欧式看涨期权，给出了期权的定价。

Making use of Martingale method and Girsanov theorem , pricing major medical expense insurance option .

在风险中性世界中利用鞅论及测度变换等方法得到一类写在看涨期权上的看涨期权的定价公式。

We get the formular of the call option on a call option by risk neutral method .

在给出相应欧式看涨期权价格的解析解的基础上，对改进模型的定价性能进行实证检验。

An empirical test for the corresponding option pricing performance basing the close form solution is gived .