查询词典 pricing format

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。

In addition,the nested pricing rule is also reviewed and its geometric interpretation is offered based on the heuristic characterization of an .

此外，还对嵌套的pricing 规则进行了回顾，并基于最优解的启发式特征刻画给出了该规则的一个几何解释。

The influences of Iraq war on the general situation of world petroleum industry will appear in four aspects, including the break of original pattern of world energy geostrategy, the changes of structure of world petroleum industry, the variation of situation and center of gravity of the world oil investment, and the influences on international oil price and pricing mechanism.

伊拉克战争对今后世界石油业总体格局的影响将表现在世界能源地缘政治原有格局将打破、世界石油工业的格局有所变化、世界石油投资格局和重心发生变化、对未来国际油价和定价机制产生影响四个方面，对此我们应认真应对。

This thesis lays emphasis on the study of the value, cost, market structure, competition strategy and pricing policy of GIP on the basis of the particularity of geographic data and GIP.

本论文就是从地理数据、地理信息产品及其生产的特点出发，着眼于对地理信息产品的经济价值属性，重点探讨了地理信息产品的价值、成本结构、市场结构、竞争战略以及定价策略等。

Pricing is only one aspect of government intervention.

定价只是政府干预的一个方面。

Work experience: Shipping Assistant Grenfell 2004-2009 Fashion Co., Ltd. The main work is based on sales orders and sales department and production department to coordinate shipment dates and booking accommodation in advance (BY SEA / BY AIR) and the shipping company and air company and asked about the comparative pricing, reduce transportation costs, at the end of the shipping companies and air cargo company check the bill.

工作经历： 2004-2009 船务助理建富服饰有限公司主要工作是根据销售订单与销售部和生产部门协调出货日期并提前预订舱位(BY SEA/BY AIR)及向船公司和空运公司询问及比较报价，减少公司运输成本，月底同船公司及空运公司核对账单。

Our pricing policy aims at producing a 35% gross margin .

我们的定价政策目的在于赢得35%的毛利润。

There is no information about the pricing of the handset as of now.

目前没有关于作为目前手机的价格信息。

In this new architectural plan the Garden of Golgotha came to be at the centre of the new city.

Aelia 是高举他自己，并在此城内朝拜罗马诸神。

The continuous nature of peat accumulation means that terrestrial coaly rocks may provide a higher resolution and more complete record of base-level change than the time-equivalent shallow-marine strata, thus enabling the identification of highfrequency cycles that are not recorded in themarine strata.

泥炭积累的持续性质的手段，陆地coaly岩石可提供较高的分辨率和更完整的记录基准面变化的影响时，相当于浅海阶层，从而使确定的高频周期，不记录在themarine 阶层。