This paper applies the partial differential equation and the method of packed option to the study of compound and packed derivative security——Japanese New Wave fund pricing which is based on the barrier options.
本文运用偏微分方程及合成期权方法对建立在障碍期权基础上的复合打包型衍生证券———日本NewWave基金进行了定价研究 ,得出了其价值的解析解 ,NewWave基金是由四份基金或期权组合而成 ,包括NK2 2 5指数基金、普通障碍期权和复合障碍期权 ,其中期权 1———下降和上涨都敲出的期权的价值是一个无穷级数。
Synthesis and Characterization of Terephaloyl Arylhydrazines;
对苯二甲酰芳肼化合物的合成及其结构表征
Synthesis and Appolication of 4,4'-Dimido diphenyl aether;
4,4'-二氨基二苯醚的合成与应用
Advances on the synthesis of polybutylene succinate;
聚丁二酸丁二醇酯合成研究的进展
Tne technology of the abstractabstracarbidopa to synthesize;
卡比多巴合成工艺的研究
The Analysis of Phenol Synthesize Methods by Green Chemistry;
苯酚合成方法的绿色化学分析
The synthesize and characterization of nano zinc lactate crystalline;
纳米乳酸锌晶体的合成及表征
Study on preparation of acrylicoxomonooxalyl chloride;
烯丙氧基单草酰氯的合成研究
Preparation and Application of Fluorosilicone Polymer;
含氟硅聚合物的合成及应用
The improvement on synthetic process of heat stabilizer dibutyltin dilaurate;
热稳定剂二月桂酸二丁基锡合成工艺改进
The Activity and Their Mark of Nature and Synthetic Vitamin;
天然维生素和合成维生素的活性与标识
Action of crystal seeds in the synthetic system of zeolite L;
晶种在L沸石合成体系中的作用
Progress of syntheses of amphiphilic cyclodextrins;
两亲性环糊精的合成研究进展
Progress in Syntheses of Mesoporous Silica;
介孔二氧化硅合成方法的研究进展
Syntheses and Spectral Characterization of Low-Molecular-Weightchitosan-Ce(Ⅲ) Complexes;
低聚壳聚糖稀土铈(Ⅲ)配合物的合成与光谱表征