numeraire 中文意思是什麼
numeraire
解釋
價值標準-
In this paper we give an explicit representation of the growth optimal portfolio for a discrete - time incomplete financial market and then give the price of an option using the numeraire portfolio approach
在這篇文章中我們給出了離散時間不完全金融市場中增長最優投資組合的顯式表達式，然後用計價單位投資組合法給出了期權的定價 -
Thirdly, we discuss the pricing method of asian option in the model, removing the path dependency by a portfolio and using the changes of numeraire techniques
通過構造復制策略將路徑依賴期權轉化為非路徑依賴期權的求解問題，並結合記帳單位的選擇，得到算術亞式期權定價的方法 -
The us is an obvious example, although with the us dollar serving as the " numeraire " in the expression of exchange rates for all other currencies, there is no one exchange rate on which to focus as a policy instrument
美國就是一個明顯的例子。所有其他貨幣都是以美元作為計價標準，來表達其匯價，但美國則沒有任何一個匯率可以清晰地作為政策工具的目標。
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