european call option 中文意思是什麼
european call option
解釋
歐洲方式的證券買進約定權利-
Non - dividend paying european call option
不派息歐式認購期權 -
( 3 ) discussed the problem of option pricing under the condition of a market ' s completeness got the option ' s exact hedging trade formula. ( 4 ) with the fixed conditions of the black - scholes formula, improved the european price formula and combined the character of america option, concluded that under the same condition, call america option price equals call european option price
( 3 )利用市場的完備性條件,在完備性市場中討論了期權定價,得出在確定條件下套期交易策略的具體表達式( 4 )利用black - scholes公式的固有假設條件,對原有的歐式期權的價格計算公式進行延拓,同時結合美式期權的相關性質,得出在同等條件下,美式看漲期權和歐式看漲期權的價格相等。
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