contingent transaction
英 [kənˈtɪndʒənt trænˈzækʃn]
美 [kənˈtɪndʒənt trænˈzækʃn]
或有经济业务，或有交易
双语例句
- Fuzzy Credit Pricing Method for Contingent Claims with Transaction Cost
具有交易费用的或有要求权的模糊估价方法 - Hedging Price and Hedging Strategy of a Contingent Claim with Transaction Cost
有交易费用的未定权益定价及其套期保值策略 - The Minimal Bond Asset of Hedging of Contingent Claims under Transaction Costs
有交易费的套期保值未定权益的最小债券价值量 - European contingent claim pricing with fix and proportional transaction costs is considered.
本文考虑了在具有成比例和固定两类交易费情形下欧式未定权益的定价问题。 - A reasonable fair pricing of the contingent claims was discussed for the given market model under transaction costs.
讨论了有交易费市场模型下未定权益无套利公平定价问题。 - Market Model and Hedging Contingent Claims under Transaction Costs
带交易费的市场模型和未定权益套期保值 - For the binomial market containing only stocks and bonds, presuming that the market is complete, we put forward a self-financing strategy replicating the given contingent claim and obtain the pricing of the European option with transaction costs and taxes under the hypothesis of no-arbitrage.
我们在市场是完全的情况下，对于只含有债券和股票的二元市场，给出了复制期权的自融资策略，根据无套利假设得到有交易费用及税收的欧式期权的定价。