In particular, we focus on the such methods as deterministic arbitrage, ε arbitrage and interval pricing, with applications to both complete markets and incomplete markets.
介绍了期权定价理论的产生和发展 ;然后对期权定价方法及其实证研究进行了较详细的分类综述 ,突出综述了既适用于完全金融市场 ,又适用于非完全的金融市场的确定性套利定价方法、区间定价方法和ε-套利定价方法 ;最后 ,对各种方法的条件和特点进行了讨论和评价 。
Then the idea of non-arbitrage pricing is generalized into incomplete markets,and the ε-arbitrage pricing methods and the interval pricing methods of derivatives is obtained.
然后把无套利定价思想推广到了非完全市场 ,提出了衍生资产的ε -套利定价方法和区间定价方法。
THE NO-ARBITRAGE PRICING INTERVAL OF CONTINGENT CLAIMS UNDER TRANSACTION COSTS;
有交易费的未定权益无套利定价区间
QUANTITATIVE ASSESSMENT AND ZONATION OF REGIONAL CRUSTAL STABILITY IN NORTHWEST YUNNAN;
滇西北地区区域地壳稳定性分区与定量评价
Comparative Analysis of Pricing of Dividing up Demand Interval Equally and Pricing of Fixed Discount Ratio;
等分需求区间定价与折扣率定价的比较
Difference between Being Famous and Being Expensive;
名牌≠高价——谈名牌战略的价格误区和价格定位
Discussion the fixed quota pricing and detailed list pricing;
浅谈定额计价和清单计价的区别与联系
Talking about the Main Differences between the Quantity Bill-based Valuation and the Quota-based Valuation;
浅谈工程量清单计价与定额计价的区别
Analysis on the Differences between the Valuation Based on the Quantities-bill and the Valuation Based on the Quota;
浅析工程量清单计价与定额计价的区别
Pricing method and arbitrage-free price interval for contingent claims;
或有要求权的定价方法及无套利价格区间
Differences and Advantages of Bill of Quantities Pricing Mode and Quota Valuation Pricing Mode
工程量清单计价模式与定额计价区别及优越性
A STUDY ON MATHMATICAL MODEL OF MAKING TICKET PRICE
制定风景区门票价格数学模型的研究
Quantitative evaluation of the three - river source area ecosystems tourism resources
三江源区生态旅游资源的定量评价
Evaluation of the Sustainable Development of Resources Condition in Baoding
保定市区域可持续发展资源条件评价
Research on Sustainable Development Evaluation System of Baoding Area
保定市区域可持续发展综合评价研究
The Evaluation and Analysis on Agro-ecosystem Productivity Stability;
区域农田生态系统生产力稳定性评价
Study on the Risk Evaluation of the Certified Hospitals in Region;
地区定点医院风险评价指标体系研究
GIS-Based Regional Crustal Stability Assessment of China;
基于GIS的中国区域地壳稳定性评价
The System of Property Disposition and Evaluation about Residential District;
城市住宅小区的性能设定与评价系统
Study on Identification of High Conservation Value Forest in Beijing Mountainous Region;
北京山区高保护价值森林的判定研究
