查询词典 Asian

Using martingale methods, and choosing the stock as numeraire asset and corresponding equivalent martingale measure, the author gets the simple pricing formula by the Asian option in the case of geometric average.

主要研究了股票价格过程由几何Lévy过程驱动的亚式期权的定价问题，利用鞅方法，选择股票作为计价单位及相应的等价鞅测度给出了几何平均亚式期权简单的定价公式。

4Based on a fact that the price formula of Asian options can be transformed into that of vanilla European option when the time to maturity is less than or equal to the length of average, we skillfully obtain the analytical price formula for the option on the minimum or the maximum of two geometric average prices and generalize it to obtain the price formula of several average prices for the first time. We also apply the method of [121], which approximates the arithmetic average by the geometric average, to the pricing of opitons on the minimum or the maximum of two arithmetic average prices to obtain Its approximated price formula. Numerical results show that the approximated price is relatively accurate when the riskless interest rate is large or the option is in the money and the volatility of two underlying assets are high and its accuracy is a little reduced but still good when the dividends are considered. However, it is hardly affected by the sampling number.

我们基于观察到的一个事实即当离到期时间小于或等于平均期间时亚洲期权的价格可变换成普通的欧式期权的价格，从而巧妙地得到了两个几何平均价格的最小或最大值期权价格的解析公式，通过简单地推广，首次得到了多个几何平均时的价格公式；将[121]用于算术平均亚洲期权的定价方法推广到两个算术平均价格的最小或最大值期权，从而得到它的渐进公式，数值结果表明：渐进价格的准确性在无风险利率较大或期权为实值且两标的资产的波动率较小时较好，抽样的个数对它没有影响，但考虑红利时它稍有下降但仍较好。

Specially, we primary deals with the option pricing of Black-Scholes model with continuous dividend payments then get the call option and put option formulas: And the model of geometric average Asian options with fixed strike price then we get the call option formula: The relevant formulas about call option and put option,which are all identical with the classical ones.

其中，特别是对连续支付红利的欧式Black-Scholes期权定价模型求得其买权和卖权的定价公式分别为：此外，还对具有固定敲定价格的几何平均亚式期权的模型给出买权的定价公式：所得结果与用经典解法求得的定价公式完全一致。

3We obtain the analytical price formulas for vanilla, forward-start and in-progress fixed-strike and floating-strike continuous geometric average Asian options and a put-call parity under generalized Black-Scholes with time-dependent parameters by risk neutral valuation and properties of stochastic integration.

在依赖时间参数的推广的Black-Scholes模型下，利用风险中性定价及随机积分的性质，得到平凡、远期开始和进展中的固定和浮动执行价格的连续几何平均欧式亚洲期权价格的解析公式和一个平价关系。

Results show that the existence and geometric shape of land-sea distribution crucially affect the Asian summer monsoon.

试验结果显示：海陆分布的存在以及海陆分布的几何形状对亚洲夏季风的形成有非常重要的影响。

In the latest issue of the Asian Journal of Mathematics, published in the U.S.A, the Chinese mathematician Xi-Ping Zhu (University of Zhongshan, Guangton, China), and Huai-Dong Cao, Pennsylvania,, announced that they had arrived at "a complete proof of the Poincare and Geometrization Conjectures".

在最新一期的《亚洲数学杂志》上，曹怀东和朱熹平宣布他们已经给出"庞加莱猜想和几何化猜想完全的证明"。

He tried to secure Pakistan's traditional geopolitical and strategic South and Central Asian interests.

他试图以确保巴基斯坦的传统地缘政治和战略南亚和中亚的利益。

Asia area, where Taiwan is, is entangled in the two competitive forces of Asia-Pacificism and East-Asianism, coming respectively from two sides of Pacific Ocean. What influences the development of Taiwan regional geopolitics most are the two dominant forces, the United States and China, which respectively proposes its Asian-Pacific regional geostrategy, increasing Taiwan's geopolitics value as the floating weight.

台湾所处的亚洲地区纠结於太平洋两岸「亚太主义」与「东亚主义」间的竞合，而其中影响台湾区域地缘政治发展的莫过於分居主导地位之美国与中国－其各自於亚太区域性地缘战略之拟定，因此更加重台湾作为浮动砝码之地缘战略价值。

She desperately needs to get ride of that asian sexy kitten image she has in the cd cover.

coco lee的两张专辑我都有，我觉得她的演唱并不能给我留下深刻印象。

Also, the film has it's share of Asian ghost story cliché's but...

此外，电影有它是亚洲鬼故事老生常谈的，但是。。。

Singer Leona Lewis and former Led Zeppelin guitarist Jimmy Page emerged as the bus transformed into a grass-covered carnival float, and the pair combined for a rendition of "Whole Lotta Love".

歌手leona刘易斯和前率领的飞艇的吉他手吉米页出现巴士转化为基层所涵盖的嘉年华花车，和一双合并为一移交&整个lotta爱&。

This is Kate, and that's Erin.

这是凯特，那个是爱朗。