摩本費特 的英文怎麼說
中文拼音 [móběnbìtè]
摩本費特
英文
mbft-
Evading risk in financial trading market cries for pricing options to a nicety. asian option, as the most flourish options in the finace market, the pricing has been focused on always. the exact pricing formula for the geometric average asian option had existed, but as to the european - style arithmetic average asian option, due to the dependence structure between the prices of the underlying asset, no analytical formula exists. on the hypothesis that the market is frictionless and without transaction costs 、 on the base of b - s ’ s and in the binomial tree model, we provide several algorithms for computing an accurate value of the european - style arithmetic average asian option. following rogers and shi and by jensen ’ s inequality, many different upper and lower bounds are provided ; meanwhile a formula have got by the comonotonicity and approximating the distribution function. all of the algorithms are easy for programming. with the development of computer, more accurater price can be computed quickly. and numerical example proved that these algorithms are very accurate
對于幾何平均亞式期權它的定價相對簡單，已經給出了定價公式。對于算術平均亞式期權，它的未定權益具有軌道依賴特性，一直沒有得到它的定價方程的解析解形式。本文基於對市場是無摩擦且在沒有交易費用的情況下，在b - s模型下，利用二叉樹模型給出了算術平均亞式期權定價方法;並總結了利用jensen 』 s不等式給出的各種不同情況下的上下界;同時應用共單調性和近似分佈函數的方法也給出了算術平均亞式期權價格的近似公式。Ferdinand ii turned a ruined monastery into a castle where this new sensitivity was displayed in the use of gothic, egyptian, moorish and renaissance elements and in the creation of a park blending local and exotic species of trees
費迪南德二世把被毀壞的教堂改建成了一座城堡，這一建築集中了哥特式、埃及式、摩爾式和文藝復興時期的建築特點，同時在城堡的公園里把許多國外樹種與本地樹木混合栽種。
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