Under the assumptions that the risk asset is driven by the Levy jump diffusion process and has no dividens,a reset option pricing formula with predetermined dates is obtained in the case of time-dependent valatility rate and time-dependent interest rate by applying martingale method and changing of numeraire or changing of probability measure.
在假定风险资产价格过程遵循几何Levy过程、风险资产无红利支付、期望收益率及收益波动率均为时间函数的情况下,利用鞅论的有关理论和方法并通过选取不同的计价单位及进行相应的概率测度变换,得到了具有规定时间的重置期权的一般定价公式,并给出这一公式在具有一个重置时间t1情况下的显示解。
The closed form solution is deduced by the way of selecting different numeraire and changing of probability measures.
通过选取不同的计价单位及概率测度的变换,给出了复合期权的封闭解,从而推广了G ukha l,A g liard i E lettra等人的工作。
In this paper,by using change of numeraire,we have derived the Pricing formulas of Convertible bonds.
本文从对交换期权的定价角度入手,利用转换计价单位的方法,推导可转换债券的定价。
foreign trade unit value index
对外贸易单位价值指数
port unit value index
出口商品单位价值指数
United Nations index of unit value of manufactured export goods
联合国出口制成品单位价值指数
Specific identification is not feasible where products are of a small unit price and involve large volumes.
如果产品的单位价值低而且数量又多,个别辨认法就难以实行。
a coin worth one-hundredth of the value of the basic unit.
价值为百分之一基本货币单位的硬币。
Research on Econometric Mode on the Value of Human Resource on Public Institution
事业单位人力资源价值计量模型探讨
Money provides a unit of account that serves as a standard to measure value.
钱是一种计算单位，用这个计算单位可作为衡量价值的标准。
"Border currency (unit):In a project, values measured in foreign exchange But denominated in the local currency."
边境货币(单位):一个项目的价值以外币计值但以本国货币标价。
U.A. [unit of account]
记账单位，记价单位［
Therefore,unit goods value and labor productivity are not inverse ratio.
因此,单位商品价值与劳动生产率不成反比。
A measure of sound intensity equivalent to one decibel at 1000 Hz.
一种声强的量度单位,其值等价于1000Hz 1分贝。
Research on Assets Management Mechanism and Value Chain Management in Scientific Research Design Units;
科研设计单位资产经营机制与价值链管理研究
The Analysis on Characteristic and Role of Private Non-enterprise Organizations in China;
中国民办非企业单位的特质与价值分析
The value and role of TSO during nuclear industry development;
技术支持单位在核行业发展中的价值与作用
Reason of Value,Reason Instrument and Clearing up of the Basis of System of Units;
价值理性、工具理性与单位制基础的消解
Emergence and Value-in-Use of Archives for Registration Administration on Public Institutions;
事业单位登记管理档案的产生与利用价值
Institution Estate Value Management on a Commercial Basis
事业单位固定资产价值管理企业化初探
For instance, the dollar, or any other monetary unit, represents a unit of value; that is, it reflects ability to command goods and services.
例如,美元或任何其他货币单位代表着一个价值单位,即它反映控制商品和劳务的能力。
