By studying Asian option with floating striking price,incorporating European option pricing formula with transaction costs,and using the security combination technology and nonarbitrage theory,this article,which is based on Black-Scholes model,deduces the nonlinear option pricing model with transaction costs.
以B lack-Scho les模型为基础,通过对有固定敲定价格的亚式期权的研究,结合有交易费的欧式期权的定价公式,运用证券组合技术与无套利原理,推出有交易费的非线性期权定价模型。
By studying the Asian option with fixed striking price and combining the pricing formula of the European option with Transaction Costs, the securities combination technology and the nonarbitrage theory were applied to a nonlinear pricing model of the option with Transaction Costs.
以Black Scholes模型为基础 ,通过对有固定敲定价格的亚式期权的研究 ,结合有交易费的欧式期权的定价公式 ,运用证券组合技术与无套利原理 ,推出了有交易费的非线性期权定价模型 。
For the shortages of the formula definition and its application,some improvement measurements are presented,which can solve the inquiry problem of .
分析了EMS公式应用的特点和公式处理功能,针对公式定义和应用中存在的不足,提出了一些改进措施,能较好地解决公式的信息查询问题,提高公式应用的功能,进一步完善EMS性能,更好地为电力生产服务。
Opinion on Criteria for Strength Requirements in Specifications for Hydraulic Concrete Construction;
对现行《水工混凝土施工规范》强度评定公式之见解
Application of Different Verification Methods for Sediment Carrying Capacity Formulae in Middle and Lower Yangtze River
不同判别方法在长江水流挟沙力公式检验中的应用
A SIGNIFICANCE TEST FORMULA FOR A GENERAL LINEAR MODEL
对普通线性模型进行显著性检验的公式
CERTIFICATE OF QUALITY IN 3 COPIES ISSUED BY PUBLIC RECOGNIZED SURVEYOR.
公众认可的检验机构出具的质量证书一式三份.
Cooperative Banking Governance: Theoretical Mode and Empirical Test;
合作制银行机构公司治理：理论模式与实证检验
Study on M&A Effects of Listed Companies and the Choice of M&A Types;
上市公司并购效应检验及并购模式选择的思考
A Resolution Test Method of Similarity Measure Formula between Vague Sets;
Vague集间相似度量公式的一个分辨力检验法
Application of Empirical Formulae on Power Station s Installation and Maintenance;
经验性公式在发电厂安装和检修中的应用
Practical Verification of Old and New Optimal Formulas of Throwing Angle in Shot Put;
新、旧最佳铅球投掷角度公式的实践检验
The test of the x rescaling parameters formula of the extended x rescaling model;
推广x重新标度模型重标度参数公式的检验
Verification on formulas of bed-load sediment transport rate at the upstream of Yangtze River
长江上游推移质泥沙输沙率公式的检验
T-test and the Rhyme-Proximity Index on the Phonology Research
试论韵文研究中的韵离合公式和t检验法
Model Checking CTL Based on Complete Abstraction Interpretation
基于完备抽象解释的模型检验CTL公式研究
To change the inspection, quarantine and supervision model
转变检验检疫监管模式。
A crude way to verify the accuracy of the estimating equation is to examine the graph of the sample points.
检验估计公式的一种粗略方法，是考察一下样本点的图象。
Marginal Conditional Stochastic Dominance Test for the Investment Style Based on the Size of Listed Firms in Chinese;
基于中国A股市场上市公司规模的投资方式的MCSD有效性检验
From the Market Test to the Change of the Government Functions--An Analysis of the Reform of the Supply Model of the Public Service of Beijing;
从市场检验到政府职能转变——北京市公共服务供给模式改革分析
A Study on the Impact of Different Remuneration of Top Management on Company s Performance:An Empirical Verification Based on Chinese Listed Companies Data;
不同高管报酬方式对公司绩效的影响研究——基于中国上市公司的经验检验
Import and Export Commodities Inspection Corporation
进出口商品检验公司