查询词典 Black Scholes pricing model

Under the hypothesis of stock price submitting to exponential Ornstein-Uhlenbeck process ,we solve the formula of pricing of stock and analyse the kind of the option formula, and then aiming at the blemish to suppose to interest rate before and considering the relation of the fluctuation of interest rate and the fluctuation of stock price , we bring up the model of the market interest rate and focus on analyzing the effect of the fluctuation of market interest rate on the option price based on the model.

本文首先在股票价格服从指数Ornstein-Uhlenbeck过程模型假设下，求解了股票的定价公式，分析了期权公式的性质，然后针对以往对利率假定的缺陷，考虑到市场利率波动与股价波动的相关性，提出了市场利率模型，并在此基础上，着重分析了市场利率的波动对期权价值的影响，求得了适合于期权有效期较长情形下的期权定价公式，并将该公式通过实例与著名的Black-Scholes期权定价公式进行了深入比较。

I am accused of being overreligious," she said in her quiet, frank manner,"but that does not prevent me thinking the children very cruel who obstinately commit such suicide.""

客人们在卡罗利娜·埃凯家里，举止就文雅一些，因为卡罗利娜的母亲治家很严厉。

Designed by French fashion house Herm è s, this elegant uniform was manufactured in our home, Hong Kong, and was the first without a hat.

由著名品牌 Herm è s 设计，这件高贵的制服是香港本土制造，是我们第一套不配帽子的制服。