敲定价格

本文以具有固定敲定价格的算术平均亚式期权为研究对象，并用标准二叉树模型（CRR）为它的定价模型。

This paper has a fixed strike price of the arithmetic average Asian options as the research object , and use the standard binomial model ( CRR ) pricing model for its pricing model .

具有固定敲定价格的算术平均亚式期权的计算

Approximation for Pricing Arithmetic Average Asian Options with Fixed Strike Price

与之相反，力拓并不急于敲定价格。

In contrast , Rio is in no hurry to settle .

敲定价格的时间将是关键。

The timing of the price settlement will be critical .

购买证券对确定的价格称为履约价格或者敲定价格。

The price at which the security may be bought is the exercise price or the striking price .

研究了具有固定敲定价格的几何型亚式期权在任意有效时刻的定价问题。

This paper studies the pricing on Asian geometric average options with fixed strike price at any valid time .

然后我们以离散情形下具有浮动敲定价格为例，给出几何平均亚式期权定价公式。

Then we take discrete circumstances finalized floating prices for example , give the geometric average Asian option pricing formula .

本文利用有限差分方法对固定敲定价格算术平均亚式期权进行定价，并对有限差分格式的截断误差进行了讨论。

We priced fixed strike arithmetic average Asian option in use of finite difference method . Moreover , we studied its truncation error .

最后分别分析五种典型变量（包括原生资产现价、敲定价格、波动率、无风险利率、股息）对美式期权价格的影响。

Finally , we analyze the relationship among different parameters ( including exercise price , volatility , risk-free interest rate , dividend . etc. ) and the premium of American options .

算例结果证明了电力期权的参与可以有效地降低购电组合的风险，并且期权价格和敲定价格对购电组合也有比较明显的影响。

A numerical example has demonstrated that electrical options can reduce risks of portfolio effectively , and the price and strike price of options have obvious effects on the portfolio , too .

在效用最大化策略下，本文考虑了在期权有效期内敲定价格随时间段不同而不同的经理股票期权定价模型，且此定价模型是在常数相对风险厌恶系数条件下给出的。

Based on the utility maximization strategy , this paper considers the executive stock option pricing model of options ' strike price over time within the validity period varies for the first time .

第三节着重研究了单点水平重置敲定价格的重置期权的定价问题，应用原生资产价格的最高与最低概率分布给出单点水平下重置看涨期权、看跌期权的定价公式。

In section three , this thesis discusses reset options pricing of single-point-level resetting strike price and gives single-point-level reset call options and put options pricing formulas by using distribution of maximum and minimum asset price .

本文还考察了敲定价格、红利率、到期期限对最优执行边界的影响，给出了单一股票价格执行边界存在的条件，也说明了分裂连续区域的存在性。

This paper also studies the effects of strike price , bonus rates , the maturity on the optimal exercise boundary , and gives a single stock price exercise of boundary conditions for existence , also explains the existence of continuous regional division .

基于此，本文建立了供电公司在合同市场、现货市场和期权市场间的购电组合模型，重点分析了有无期权、期权价格、期权敲定价格等因素对购电组合收益和风险的影响。

Based on this , an energy purchasing model is presented among contract market , day-ahead market and options market , and the research focus is put on the effects of options , option price and strike price on power portfolio profit and risk value .

去年年底，他们开始认真商谈，并在一个月之内就敲定了价格。

When negotiations began in earnest late last year , a price was agreed within a month .

近几年，没有哪家矿商比力拓更积极地致力于同客户敲定长期价格。

In recent years there had been no miner more committed to fixing long-term prices with customers than Rio .

看涨期权赋予买方以权利，但不必负有义务，在期权到期日当天或者到期之前，按照敲定的价格买进相关期货合约。

A call is an option that gives the buyer the right , but not the price on or before the expiration date .

虽然交易条款尚未最后敲定，最终支付价格也将取决于油价，但哈里斯以每桶100美元的油价为假设前提，将交易价值估定为600亿美元。

Though terms were not disclosed and the ultimate price paid will depend on the oil price , Mr Harris valued the deal at $ 60bn , assuming a $ 100 a barrel oil price .