backward option
英 [ˈbækwəd ˈɒpʃn]
美 [ˈbækwərd ˈɑːpʃn]
网络 反向选择
双语例句
- The Application of Backward Stochastic Differential Equations to European Option
倒向随机微分方程在欧式期权中的应用 - Found option market, and carry on option transaction, which can change backward status and negative condition of our nation market system, and integrate with international option market.
建立期权市场，进行期权交易，能改变我国市场体系落后地位和被动局面，促使其与同国际期权市场接轨。 - Apply the nonparametric estimation method to backward stochastic differential equation, and give the nonparametric estimation formula of generator g and z, also the data of a stock price process and option pricing process to test the applicability of this method is simulated.
研究了倒向随机微分方程的非参估计方法，给出了用非参方法估计生成元g和z的公式，并且进行了数值模拟股票价格过程和期权定价过程来验证非参方法的可行性。 - This thesis regard real option theories as foundation, use backward stochastic differential equation as model, deduce the compound option pricing model, discuss its algorithm and give the calculation formula of numerical solution.
本文，以实物期权理论为基础，用倒向随机微分方程做为建模工具，推导出了复式期权定价模型，讨论其算法并给出数值解的计算公式； - Applications of Backward Stochastic Differential Equations and Nonlinear Expectations: Risk Measure, Estimation of Evaluation Mechanism and Option Pricing
倒向随机微分方程和非线性期望在金融中的应用：风险度量，定价机制的估计以及期权定价 - Put option pricing numerical method through parallel computing to achieve a recent relatively new also hotter studies, in which backward stochastic differential equations using method of realization option pricing, is higher, with show calculation accuracy of financial market closest one way.
把期权定价的数值方法通过并行的计算来实现是近期较新也较热的研究，其中利用倒向随机微分方程方法实现期权定价，是计算精确性较高，同显示金融市场最相符的一种方式。 - While the study of backward stochastic differential equations started late, it has been widely used in option pricing due to its good nature and special mathematical thinking. However, it is barely used in the life insurance pricing area.
虽然关于倒向随机微分方程的研究起步较晚，但是由于其良好的数学性质与特殊的数学思维，在期权定价等方面已经得到了较为广泛的运用，但在寿险定价方面才刚刚开始。 - Through the backward stochastic differential equation realize option pricing although there exists much advantage in accuracy, but it need large amount of calculation, computational complexity, the time required for very long.
通过倒向随机微分方程实现期权定价虽然在精确度上存在很大优势，但是它计算量大，计算复杂，需要的时间很长。