geske 中文意思是什麼
geske
解釋
格斯克-
When the volatility is constant, we calculate the simple growth option by black - scholes equation, and calculate the compound growth option by geske equation
在波動率不變的情況下，採用black - scholes方程計算簡單增長期權的價值，採用geske公式計算復合增長期權的價值。 -
In this paper, the authors divided enterprise growth option into investment option, innovation option and control option, and the valuing methods for each options were studied applying black - schoels model and geske model
研究了增長期權的投資期權、創新期權和控制期權等3種期權模式，並且運用布萊克舒爾斯模型和蓋斯克模型對不同類型的增長期權進行定價。
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