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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。

Part of the Black Cameo Collection, this elastic headband is trimmed with a a double grosgrain and satin ribbon bow and features a baroque lucite-framed jet cameo.

Black Cameo系类产品,弹性发带,缎带和罗缎编成的蝴蝶结上镶有以树脂为边框的黑色巴克罗风格的黑玉浮雕。

We were on tour with Black Crowes-the lead singer is Mr Kate Hudson-and her mam,Goldie Hawn,came into our dressing room.

有一次我们和Black Crowes一起开演唱会,他们的主唱是 Kate Hudson,和她的另一半 Goldie Hawn走进我们的休息室。

As wave after wave of hackers invades yoursystem, racing down through paths in the grid you must stop them by dropping Black Ice bombs on thepath in front of them.

当一拨又一波的黑客入侵你的系统的时候,在表格的路径上你必须通过在黑客前面的路径上安置 Black Ice 炸弹的方式与之展开竞赛。

This study deals with the prices of American option on dividend-paying. Because American call option can early exercise, in my master thesis, with Black-Scholes Option Pricing Model, I design integral representation to obtain the optimum early exercise boundary, this can evaluate the price of American call option on dividend-paying assets and compare with Europe call option.

中文摘要本研究报告主要在探讨发放股利之美式买权定价之问题,由於美式买权可以提前履约,本文以Black-Scholes Option Pricing Model为其数学模型,再设计一积分表现式,用叠代法来求得最佳履约价格,进而求得标的资产发放股利之美式买权价格,其结果再与欧式买权价格比较。

Ah, but we're just gettin' to the best part of this booty this jet-black guitar is covered in custom Pirates of the Caribbean art.

哦, 然而但我们掠夺到的最棒的战利品是这把jet-black是包装在加勒比海盗的艺术设计之下。

My circle of long-time support, Mara, Brian, Barry and Bob. The great Cleve Jones. Our wonderful writer, Lance Black. Producers Bruce Cohen and Dan Jinks.

所以,我要感谢我的朋友Sata Matsuzawa,一直以来都支持我的朋友Mara, Brian, Barry and Bob,伟大的Cleve Jones,我们不可思议的编剧Lance Black,制作人Bruce Cohen and Dan Jinks。

Most subsequent space rockers took either the minimalist or maximalist approach, occasionally mixing in elements of post-rock (Flying Saucer Attack, Godspeed You Black Emperor!) or indie pop.

大部分后来的乐队要不就是奉行极简的方法,要不就是像 Spiritualized 一样极其奢华;偶尔他们还会在音乐中加入后摇滚(Flying Saucer Attack, Godspeed You Black Emperor)与独立摇滚的元素。

Metcalf adds, As carabiners increasingly become a more global commodity, Black Diamond needs to stay on the cutting edge of manufacturing.

Metcalf补充说:铁锁作为日益普及的全球性商品,Black Diamond需要始终保持生产技术上的领先优势。

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推荐网络例句

But we don't care about Battlegrounds.

但我们并不在乎沙场中的显露。

Ah! don't mention it, the butcher's shop is a horror.

啊!不用提了。提到肉,真是糟透了。

Tristan, I have nowhere to send this letter and no reason to believe you wish to receive it.

Tristan ,我不知道把这信寄到哪里,也不知道你是否想收到它。