european contingent claims
常見例句
- Pricing formulas and stratagems of hedging and preserving value foe European contingent claims are discussed with no risk neutral valuation.
在非風(fēng)險中性定價意義下,研究了歐式未定權(quán)益的定價和套期保值策略。 - Using martingale methods, general pricing formula of European contingent claims is derived and European option and put-call parity is analyzed.
利用鞅方法得到了歐式未定權(quán)益定價的一般公式,歐式看漲期權(quán)和看跌期權(quán)定價及平價關(guān)系。 返回 european contingent claims