lookback

Lookback to the Applied Research on the Theory of Personality Structure

警察人格结构理论应用性研究的回顾与探讨

Pricing Futures Contract Considering Reserve Margin Based on Lookback Option Model

基于回望期权考虑备用保证金的期货定价模型

Fourier Method for Pricing European Lookback Options with General Payoff Function

带一般收益函数的欧式回望期权定价的Fourier方法

Optimal Time Interval and Lookback Interval of Short-term Traffic Flow Prediction under Free Traffic Condition

小流量下短时交通量预测最佳窗口长度与时间间隔

Study of Lookback Option Pricing in Fractional Brownian Motion Environment

分数布朗运动条件下回望期权的定价研究

This study discover lookback of three types : the type of memory , comprehension and examination .

本研究确定了三种回视的类型，即记忆型、理解型和检查型回视。

Research on Basket - Lookback Option Valuation

一篮子回望期权定价研究

By the method of Fourier transformation , the price formula for the European lookback options with general payoff function is determined .

利用Fourier变换方法求出了带一般收益函数的欧式回望期权的定价公式。

Pricing lookback option under CEV process

CEV过程下回顾期权的定价问题研究

It constructes a trinomial method to approximate the CEV process and use it to price lookback options .

通过构建一个三项式模型对CEV过程进行近似化处理并利用其为回顾期权进行定价。

This paper discusses the pricing of lookback options when the underlying asset follows the constant elasticity of variance ( CEV ) process .

讨论了当基础资产遵循不变方差弹性（CEV）过程时回顾期权的定价问题。

This method is also applicable for other problems , such as alpha-friction - al options , and lookback option with partial observation .

此方法简单可行，并可推广到其他相关问题的求解中去，例如α-分位数期权，部分观察期回望期权等。

Chapter 4 discusses the pricing of two kinds of exotic options : An European lookback call option and an European up-and-out call option with varied barriers .

第四章讨论了一种欧式回望期权，以及变界障碍时刻的欧式上升敲出看涨期权这两类新型期权的定价问题。

This paper mostly studies one of the valuations of floating strike price lookback options in a jump-diffusion model , by using the stochastic analysis , partial differential equation and general Ito formula .

本文利用随机分析，偏微分方程和广义Ito公式探讨了跳&扩散过程下的回望期权的定价问题。

Singular means that the structure of exotic options peculiar , unprecedented , or the option for the options , package options , or for Asian options , lookback options .

奇异期权的奇异意指结构奇特，前所未有，或者为期权的期权，打包期权，或者为亚式期权，回望期权。

This kind of option can be divided into Asian Option which the value of depends on the average price and Lookback Option which the value of depends on the largest ( small ) price .

主要有依赖于价格的平均值的亚式期权和依赖于价格最大（小）值的回望期权。

One of them is the lookback options , they are path dependent options whose payoffs depend on the maximum or minimum of underlying asset price attained over a certain period of time .

回望期权就是其中的一种，它是一种路径依赖型期权，它在到期日的收益依赖整个期权有效期内标的资产价格所经历的最大值或最小值。

This text introduces and lookback first the history origin and the present condition , aim at the actual circumstance of the stock market of our country to put forward question , and make sure the textual research contents .

本文首先介绍和回顾VAR的历史沿革和研究现状，针对我国证券市场的实际情况导出了问题，从而确定了本文的研究内容。

This paper mainly discuss the option 's pricing formula of the geometric average assets with barrier during the option 's effective period . And the option 's pricing formula is worked out via the approach of the reflection principle and lookback option .

本文主要讨论几何平均资产在期权有效期内设有障碍的期权定价公式，并运用反射原理和回望期权的方法来推导出期权的定价公式。