期权执行价格

利用偏尾分布与偏尾过程，首次提出了期权执行价格的DF构造，并在此基础上给出了股票无红利分配条件下期权定价的构造性解析模型&DF构造定价模型。

Based on the Partial Distribution and the Partial Process , this paper presents the DF structure of strike price of option for the first time , and gives the DF structure pricing models , the constructive analytic models for options pricing on a non-dividend-paying stock .

论文以再装股票期权为例研究了期权执行价格最低水平的决定机制，并研究了执行价格可变的再装股票期权的定价。

The third part studies the determination about the minimum level of the reload option strike price , and the pricing of reload stock option with variable strike price .

期权执行价格可变的VMI供应链中零售商收益研究

On Retailer 's Profit under Vendor Managed Inventory with Variable Option Executive Price

经理股票期权执行价格的理论研究

Research of the exercise price for executive stock options

研究并指出最优股票期权执行价格的一个有效范围；

Gets a better scope it contains the optimal exercise price of ESO plan ;

二是对非上市公司而言很难确定合理的期权执行价格。

The second is that it 's difficult to confirm reasonable exercise price of stock options in non-listed companies .

具体分析了，供应商在期权执行价格可变情况下的决策步骤，并通过算例得到了供应商的最优决策，最后比较得出供应商在供应链中的收益优于期权执行价格不变情况下的收益的结论。

At last , we draw a conclusion that the profit of the supplier under the variable option exercise price is superior to the case of fixed option exercise price .

进而本文分别考虑当标的资产价值、无风险利率、期权执行价格不确定时，单个实物期权定价模型的推导。

So the main body of the paper discusses the methods and models of signal real option pricing under the condition of uncertain parameters : the value of underlining assets , non-risk interest rate , expenditure of execute .

其它文献认为，实物期权的执行价格就是执行实物期权时的投资成本。

The others documents think that the executing price of the real option is the cost of investment when executing the real option .

做假账的形式多种多样，从在不同报告期内转移成本和收入，到追溯调整股票期权的执行价格，不一而足。

This has taken many forms , from shuffling costs and revenues from one reporting period to another , to adjusting retrospectively the strike price of stock options .

美式看跌期权的最佳执行价格

The optimal exercise price of the American put option

以执行价值处处相等的一系列连续红利期权和变执行价格期权为例，用有限差分法分别计算其价值。

As an example , the values of continuous-dividend-paying call options and variable striking price options with the same intrinsic value at any time were respectively calculated by using the finite difference method .

本文通过对类似于美式期权的实物期权的执行价格的特征进行分析，并运用几何布朗运动对其进行了描述。

The paper discusses the character of strike price in pricing real option similarly American Option and describes it using Geometric Brownian Motion .

通过研究认为再装股票期权以再装日股票价格作为新的执行价格不一定是一种好的方案，提出了计算再装股票期权执行价格最低水平的试探性方法，并进行了实例验证。

The paper thinks that setting the new strike price equal to the stock price on the reloading date is not always suitable , gives the tentative method to calculate the minimum level of the strike price , and makes a test by a case .

通过对供应链期权契约中的供应商产量、产品期权价格、期权执行价格以及零售商订货量等决策变量的分析，得出不同市场环境下的期权契约能够实现突发事件下供应链的协调。

Through analysis on capacity of supplier , option quantity , option prices , option exercise price and ordering quantity of retailer , discuss how to coordinate the supply chain under disruption .

针对传统股票期权激励契约的缺陷，一些学者把期权激励契约的执行价格和一些指数相联系起来，消除了部分市场水平噪音对期权激励契约的影响。

In allusion to the limitation of traditional stock option , a few academicians removes the effects of market and industry noise on option incentive contract through the link of the exercise price of option incentive contract and some index .

公司的权益资本（股票）具有期权的特性，公司的股票实质上是基于公司价值的看涨期权，该期权的执行价格就是公司债券到期时的还本付息的金额。

Corporate equity has characteristics of options , and stock is in essence a call option based on corporate value , the striking price of which is the principal and interest to be paid on the expiry date of the corporate debentures .

最后，分析了最优期权执行量与四个相关因素的关系。这四个因素为：分销商单位缺货成本，分销商出售产品的单价，期权的执行价格，以及期末分销商手中过剩成品的单位残值。

Finally , we discuss the relationship between the optimal exercise options units and four related facts .