They are used in calculating NPV and the stock option value respectively.

并分别采用净现值法和期权定价法来计算投资项目的净现值和股权期权价值.

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Black Scholes model has solved European option pricing in efficient market successfully.

BlackScholes模型 成功解决了有效证券市场下的欧式期权定价问题.

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This paper introduces the problem of option pricing in mathematical finance.

粗略地介绍数学金融学中的期权定价问题.

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The numerical solution for pricing American options under stochastic volatility is considered.

摘要考虑随机波动率下美式期权定价问题的数值模拟求解.

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Nowadays, pricing options under jump - diffusion models is a very hot topic in option pricing research.

跳跃 - 扩散模型下的期权定价是当前期权定价研究的热点课题之一.

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The dynamic stochastic elasticity is introduced and its applications on the pricing option models are discussed.

给出动态随机弹性的概念及运算性质,讨论了动态随机弹性在期权定价模型中的应用.

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In addition, price of two kinds of authority can carry period right number is relevant.

此外, 两种期权定价可通过期权份数相关.

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We derive explicit formulas for pricing a number of Asia options under double - exponential jump - diffusion.

研究了双指数跳 - 扩散模型下亚式期权的定价,得到了这些期权定价得解析公式.

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In the text I mainly talk about the problem of applying martingale process to option pricing.

本文主要讨论了鞅过程在期权定价中的应用问题.

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Option and the option pricing theory is an important branch of modern financial engineering.

期权定价理论是现代金融学的重要组成部分.

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The theory of Brownian motion is the foundation of the pricing theory of Black Scholes.

布朗运动理论是布莱克-舒尔斯期权定价理论的基础.

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Based on the differential scheme, presents a numerical method of pricing for American put options.

提供一种基于有限差分格式的数值方法为美式看跌期权定价.

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Importance sampling technique is an effective variance reduction technique in Monte Carlo method for pricing options.

在期权定价的蒙特卡罗模拟中,重要性抽样是一种有效的方差减小技术.

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Chapter three compares the traditional valuation Methods: With the new real option pricing method.

第三章介绍并比较了传统的价值评估方法和实物期权定价方法.

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Set up real option pricing model based on ANN was the progeny of this paper.

本课题的研究成果是,建立了基于人工神经网络的实物期权定价模型.

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