查询词典 options

The Gazette Company is betting its subscribers want both electronic and paper options, and so far it seems to be right.

宪报刊登的公司投注用户想要电子版和纸张选择，因此，到目前为止，它似乎是正确的。

As part of the Environment Settings / General Editor options, WinIDE allows you to set a default file type by using the file filter, which is useful if you are working primarily with one type of file (although a filter may also include a group of extensions).

作为环境设置/通用编辑器选项的一部分， WinIDE 可通过使用文件滤器设置默认文件类型，对于主要是以一种文件类型工作的使用者来说这是很有用的（虽然过滤器可能还包含一组扩展名）。

On the matter of who will take up the post of the general manager, the Chairman still keeps his options open

在谁将出任总经理的问题上，董事长仍未表态。

On the matter of who will take up the post of the general manager , the Chairman still keeps his options open

在谁将出任总经理的问题上，董事长仍未表态。总经理开除了这个部门中的不称职人员。

Additionally, AMD will have access to intellectual property derived from the licensed technology and options to invest in businesses that emerge from development of AMD Geode processor-based technology in China.

早在两年前，鲁毅智博士就提出了AMD努力争取向中国转让X86核心技术的设想。经过与美国政府相关机构和中国政府部门的反复交流磋商，最终取得了突破性进展，达成了这次开创先河、真正意义的核心技术转让。

At the same time , the innovation of this paper is to work out the three kinds of pricing formulas of barrier options of the geometric average assets .

同时，本文的创新之处是将上式三个障碍期权的定价公式推广到资产几何平均情况下时的期权定价公式。

In Chapter 4, the pricing of Asian geometric average option under stochastic interest rates is studied, assuming CIR model for the interest rates. Asian option is strongly dependent with path, usually have a long duration, the movement of interest rates becomes more important in pricing such long-dated options. The CIR interest rate model not only considered the interest rate behavior has mean-reverting but also take into account that the fluctuation rate is direct proportion with the square root of its interest rate. Finally, the method of finite difference for the Asian geometric average option under CIR interest rate model is given.

第四章在利率满足CIR利率模型的假设下，研究了几何亚式期权的定价公式，亚式期权是强路经依赖性期权，通常有效期较长，在进行较长时期的投资时，利率的变化是非常重要的，CIR利率模型不仅考虑了利率行为具有均数回归的现象，而且还考虑其波动性的大小与利率大小的平方根成正比，最后给出了CIR利率模型下的几何亚式期权定价的有限差分法。

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。

Now she was hungry and angry.She began to smoulder.

现在她又饿又气，她开始流露难以抑制的怒火。

You have placed our iniquities before You, Our secret sins in the light of Your presence.

诗90：8 你将我们的罪孽摆在你面前、将我们的隐恶摆在你面光之中。