gesk 中文意思是什麼
gesk
解釋
格斯克-
Second, go deep into investigate the frame and calculate method of real options, apply formulation of gesk, black - scholes carr and margrabe to a instance, and compare the results of different formulations. make use of binominal lattice ^ finite difference and monte carlo to one instance. this paper suggests that the operable procedure and method copeland and antikarov provided with monte carlo simulation and binominal lattice is a best way
第二，深入分析實物期權應用框架和計算方法，利用gesk公式、 black - scholes公式、 carr公式和margrabe公式對具體的實例進行了計算比較，又採用二項網格法、有限差分方法和蒙特卡羅方法對實例進行了模擬計算。
分享友人