On the assumption of continuous dividend of shares award,wel’l establish such a model in the way that continuous dividend rates is attached to shares option pricing in jump process and work out the formula of average relationship between the rising and falling option and European rising option pricing all through martingale theory and stochastic analysis.
假定在股票支付连续红利率的情况下,我们将建立支付连续红利率服从跳过程的股票期权定价模型,并利用鞅论和随机分析的方法给出欧式看涨期权定价模型及看涨和看跌期权的平价关系式。
It is explored how to establish future stock plans for senior managers in listed companies using the option theory, contract theory and property theory.
上市公司建立上市公司员工股票期股计划 ,通过分配上的激励 -约束机制和产权重新界定 ,能够达到对公司现有人才进行有效激励与约束和更广泛吸引人才 ,使上市公司长期可持续发展。
Research on modern incentive system of stock option;
基于股票期权的现代激励机制研究
Analysis of defects and optimum design of stock optiont College, HaerU;
股票期权的缺陷分析及优化设计
A gaming study to the obstacle settlement about the motivation of stock option in our country;
解决我国股票期权激励障碍的对策研究
Stock futures pricing based on the locally risk-minimizing strategy under incomplete markets;
不完全市场下基于局部风险最小策略的股票期货定价研究
The Impacting on Stock Index Futures for Pricing Efficiency of Stock Market
股指期货对股票市场定价效率的影响
Stock pricing model based on futures contracts and the stock market
基于期货合约和股票整体市场的股票定价模型
Research on Stock Index Futures Pricing Based on B-S Model;
基于B-S模型的股票指数期货定价研究
Discussing the Pricing Influence of Index Futures to Stock Market from the Information s Marketing Efficiency;
从信息的市场效率看股指期货对股票市场的定价影响
Research on the Prcing Efficiency and Price Discovery of Index Future in Emerging Markets;
新兴市场股票指数期货的定价效率与价格发现研究
Stock-index future's influence on the stability of stock current market
股指期货对股票现货市场稳定性的影响
The Optimality of Resetting Executive Stock Options and the Value of Resettable Executive Stock Options;
经理股票期权再定价的最优性及可再定价经理股票期权的价值
THE EUROPEAN OPTION PRICING OF STOCK WITH CIRCLE EXPECTED RATE OF RETURN;
收益率周期波动的股票欧式期权定价
Pricing options on stocks driven by Ornstein-Uhlenback process;
股票价格遵循Ornstein-Uhlenback过程的期权定价
Pricing Options on Stocks Driven by Poisson Jump Diffusion Process;
带有Poisson跳的股票价格模型的期权定价
Emperical research between stock spot price and futures price;
股票即时价格与期货价格关系的实证研究
Asian Stock Options Pricing and Application on Stock Option Stimulation;
亚式股票期权的定价及其在期股激励中的应用
An option to buy a certain quantity of a stock or commodity for a specified price within a specified time.
期货承购一种可在特定时间按特定价格购进一定数量的股票或商品的选折权
Market Access of Stock Index Futures;
股票价格指数期货交易的市场准入规则
On the Theory of the Stock Index Future in China;
关于开设股票价格指数期货的理论探讨
Setting up the Risk Supervision System for China s Stock Index Futures;
建立我国股票价格指数期货的风险监管体系
Commodities or stocks bought or sold upon agreement of delivery in time to come.
期货为买卖商品或股票而规定在将来一定时期交货的契约