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In this paper we considered three problems on Asian options pricing: The valuation of geometric average Asian options with stochastic averaging period, the valuation of Asian options with fixed strike price and floating strike price in the case of arithmetic average.

本文考虑了三个关于亚式期权的定价问题:平均周期是随机的几何平均亚式期权的定价;具有固定执行价格的算术平均亚式期权的定价和具有浮动执行价格的算术平均亚式期权的定价。

Firstly, we set a barrier to the underlying asset price under the assumption of common Asian options, the average period begins at the first time when the underlying price hits the barrier. We give a closed-form formula for the Asian call options price with fixed strike price in the case of continuous geometric average and in the case of discrete geometric average.

首先,在其它假设条件与一般亚式期权相同的条件下,对标的资产的价格设置了一个障碍,当标的资产的价格第一次越过障碍时,平均周期开始,得到了连续和离散两种情况下,具有固定执行价格的几何平均亚式看涨期权价格的封闭解。

But the average price for kerbside materials has since slowly increased to about $90 per ton.

但收集街道垃圾物的平均价格又慢慢地增至到90美元/吨。

Because these options are kinds of early exercise, and some options whether trigged, must depend on the average price of the object stock, it is very difficult to evaluate convertible bonds.

由於这些选择权皆为可提前履约,而且某些条款是否被驱动,必须取决於标的股票的平均价格。在此一复杂的条件之下,评价可转换公司债可谓一项艰钜的金融工程。

Per the average price of drugs from low to high as follows: Thiazide diuretics,β-receptor blockers, angiotensin-converting enzyme inhibitor, calcium channel blocker, angiotensin II receptor blocker.

按每类药物的平均价格由低到高依次为:噻嗪类利尿剂、β—受体阻滞剂、血管紧张素转换酶抑制剂、钙通道阻滞剂、血管紧张素II受体拮抗剂。

The Dow Jones Industrial Average is down 13% this year.

道琼斯工业股票平均价格指数今年累计下跌了13%。

Should the level of the Dow Jones Industrial Average be one of them?

那么,道琼斯工业股票平均价格指数的点位是否应该是他担忧的问题之一呢?

When you read the Dow Jones Industrial Average, you quickly see that it is not the average price of thirty stocks.

当你在看道琼斯指数时,你会很快发现,道指并非是这三十支股票的平均价格

The average price in the 10 designated U.S. spot markets declined in March for the fourth consecutive month.

已经得知的美国十个现货市场的平均价格三月份已经是第四个月连续下跌。

Then came the Yom Kippur War in 1973, and in 1974 an embargo on oil exports to the United States by Arab oil exporters boosted the average price to $11.58 per barrel--about $43.40 in today's terms.

接着,在1973年爆发了赎罪日战争,并且在1974年,阿拉伯石油出口国禁止向美国出口石油,把每桶的平均价格提高到11.58美元----约折合现在的43.40美元。

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推荐网络例句

On the other hand, the more important thing is because the urban housing is a kind of heterogeneity products.

另一方面,更重要的是由于城市住房是一种异质性产品。

Climate histogram is the fall that collects place measure calm value, cent serves as cross axle for a few equal interval, the area that the frequency that the value appears according to place is accumulated and becomes will be determined inside each interval, discharge the graph that rise with post, also be called histogram.

气候直方图是将所收集的降水量测定值,分为几个相等的区间作为横轴,并将各区间内所测定值依所出现的次数累积而成的面积,用柱子排起来的图形,也叫做柱状图。

You rap, you know we are not so good at rapping, huh?

你唱吧,你也知道我们并不那么擅长说唱,对吧?