knock-out option 中文意思是什麼
knock-out option
解釋
觸碰失效期權-
On this basis, the paper mainly proves that the value process { v ( t tl h, s ) ; 0 t t } of european continuous - time knock - out double - barrier put option is a martingale in the complete market without transaction costs, and the martingale property of single - barrier put option is given. at the same time, the pricing problem of american knock - out double - barrier put option is also being discussed, and the formula for determining its value at any time t ( 0 t t ) is obtained
在此基礎上,本文主要證明了在不存在交易成本的完全市場條件下連續時間歐式觸銷式雙障礙賣權貼現到0時刻的價值過程{ v ( t _ l _ h , s _ ( t _ l _ h ) ) ; 0 t t ) }為鞅,並且給出了對應單障礙賣權價值過程的鞅性質。
分享友人