Closed solution and simulation are gained, which induced that the Black-Scholes formula ( 1973) is the special case and Power-Function Options are benefit to low premium and hedging compared the European options.

  • 结论表明:著名的Black Scholes期权定价公式是我们所得到的定价公式的特殊情形;与标准的欧式期权相比,幂函数族之权证具有降低权利金和易于避险的功能。

  • 互联网摘选 2025-01-20 00:09:09

    • 相关例句
    精确
    • 模糊
    • 词首
    • 词尾
    • 词义
    • 例句