A Monte Carlo Simulation Method for Pricing the Forward-Starting Asian Option with Floating Strike Price

  • 远期生效亚式期权定价的蒙特卡罗模拟法
  • 来源:互联网摘选更新时间:2025-01-20 11:51:44

  • 重点词汇
  • pricen.价格;代价;投注赔率;
  • carlo[人名] 卡洛;[地名] [菲律宾] 卡洛;
  • forconj.因为,由于;
  • withprep. 具有;和;用;有;以;跟;同;带有;使用;和…在一起;借;与…对立;关于;包括;因为;由于;与…方向一致;由…持有;为…工作;虽然;作为…的成员,为…所雇用;具有,有,带有;在…身上,在…身边;由于,因;在…那里,在…看来
  • methodn.方法;有条不紊;
  • Asiann.亚洲人;
  • aart. (用于可数名词或单数名词前,表示未曾提到的)一(人、事、物);用于前有形容词或后有短语的不可数名词前;一(个);每一(个);任一(个);
  • pricingn.定价;
  • strikev.击; 打; 撞击; 撞; 碰; 碰撞; 击打,踢(球等); 突击; 侵袭; 突然想到; 给(某人以…)印象; 照在…上; 顿时使处于某状态; 罢工; 擦,划(火柴); 敲; 弹奏; 开采出; 行进;
  • optionn.选择;选择权;可选择的事物;
  • floatingadj.不固定的,流动的,浮动的;
  • 相关例句
1、

Pricing Geometric Average Asian Options with Transaction Costs and Floating Strike Price

具有浮动敲定价和交易费的几何亚式期权定价

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2、

Accounting mode for price changing use with stock floating price, and use with accelerating depreciation method in respect of last-in first-out method and economic life.

实行物价变动会计模式,采取存货流动计价,依照后进先出法与采用依经济寿命计算的加速折旧法。

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3、

The authors finally put forward their own opinions as to how toascertain the basic price of the floating price and the extent of floating.

作者还就如何确定浮动价格的基价和浮动幅度提出了自己的意见。

provided by jukuu

4、
5、

Mathematical Models for Floating Price in Purchase and Sale of Commodity and for a Quadratic Function of Demand

商品购销中的浮动价格与二次需求函数模型

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6、

There is, then, good reason to believe the general validity of official price data for the Qing so far as the secular trend is concerned.

因此,就所欲观察的长期趋势来说,有足够的理由相信这些官方数据大体是可靠的。

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7、

No official price has been released for the Tianhe-2 system, which was constructed with help from the Chinese company Inspur.

天河2号系统的官方价格还没有公布。天河2号系统是在中国公司浪潮集团(Inspur Co.)的协助下建造的。

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8、

HONG KONG-In China, an iPhone can be found for a small fraction of the official price.

香港——在中国,只要花上一笔远远不到官方价格的小钱,你就能买到iPhone产品。

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9、

There's no official price for the U.S. version but we can expect similar pricing.

虽然该公司没有宣布该机型在美国的售价,但我们预计将会和日本价格相近。

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10、

In general, prices have been declining since a peak almost two years ago. ( Like a currency exchange, there is a selling price and a buying price.)

大体上来说,自近两年前的高峰之后,金价逐渐走低(就跟货币兑换一样,金价也有买出卖出的价格)。

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11、

The paper analyses four difficult points on exenange rate in international banking teaching, that is, comprehension of buying price and selling price;

本文分析了在国际金融教学中汇率及报价换算的四个学习难点。即:买入价与卖出价的理解;

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12、

Purchasing the shares of stock at the premium means that the buying price is beyond the face value.

溢价购买是指以超出股票面值的价格购买股票。

provided by jukuu

13、

Its tax base is residential, rather than the difference between the selling and buying price;

其税基是房价,而不是卖出与买入价之差;

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14、

Don't fail to take advantage of this clearance sale. dump clearance goods at low price.

清仓大拍卖,莫错好机会。清仓物资,低价倾销。

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15、

Dump clearance goods at low price.

清仓物资,低价倾销。

provided by jukuu

16、

The combined goods sale promotion was compared with the sale promotion by clearance price.

同清仓价格策略进行比较,给出了组合促销的可行范围。

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17、

Don Corleone explained that this would cost money, the going price was now two thousand dollars.

唐·科里昂解释说这会花一点钱,眼下的价格是两千美元。

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18、

The going price for gold cash consideration

黄金的现价[市价]现金代价,现金作价

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19、

What is the going price of farmland in Japan?

日本的农田时价是多少?

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