Based on the principle of control variables method,this paper adopts CV-CRR method of the American option on the basis of Black-Scholes option pricing formula,and it also makes an empirical analysis to prove that the control variables method can be used to greatly improve the operating speed and valuation precision of the standard binary tree method,thus improve the effciency of valuation.
本文基于控制变量法原理,在Black-Scholes期权定价公式的基础上,采用CV-CRR方法为美式看跌期权定价。
Study on the impact of increasing concentrations of CH_4 and N_2O in atmosphere on O_3 destruction by halocarbons and ODP;
大气中CH_4和N_2O浓度变化对氟氯碳化合物损耗O_3及ODP的影响
Study on simplifying the calculations of ozone depletion potentials of halocarbons;
简化计算氟氯碳化合物臭氧消耗潜势的研究
Two kinds of parametric equatoins have been formulated to calculate ozone depletionpotential(ODP)of hydrochlorofluorocarbaons and chlorofluorocarbons based on a study onthe difference in the ODP of same kind of halocarbons and the relation between ODP andrelevant parameters.
在研究同类氟氯碳化合物臭氧消耗潜势（ＯＤＰ）之间的差异，探讨ＯＤＰ与有关参数必然的内在联系的基础上，建立起两类求算ＨＣＦＣｓ、ＣＦＣｓ的ＯＤＰ的参数方程。