The concept of exotic options is suggested to avoid this risk.
建立了相应的数学模型,给出了供电公司购买奇异期权最优数量的解析解以及执行期权的策略和方法。
The problem of pricing exotic options on the stocks whose price processes are driven by exponential Ornstein-Ukleuback process is discussed.
讨论了股票价格过程遵循指数O-U过程的变异期权定价问题。
The concept and character of exotic options are introduced.
介绍了变异期权的概念及其特点,并以复合期权为例,介绍了变异期权在汇率风险管理中的应用。
Electric power exotic option and its evaluation;
电力奇异期权及其估值研究