| 1. | Pricing lookback option under cev process 过程下回顾期权的定价问题研究
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| 2. | Constant elasticity of variance , cev 论证了当基础资产遵循不变方差弹性
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| 3. | Communication output communication distance : 2 km when use cev cable 通信输出通讯距离: 2km ,使用cev电缆时
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| 4. | Study on the solution of geometric asian option pricing model under the cev process 的几何亚式期权的定价研究
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| 5. | The model of asian put option pricing with geometric averaging and transaction costs under the cev process 下有交易费用的亚式看跌期权定价模型
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| 6. | Based on former research relating to customer value , this article first proposes three new concepts , i . e . customer expecting value ( cev ) , designed value ( dv ) , decisive customer value ( dcv ) . then expounds different implication of several fundamental concepts and distinguishes correlation one another such as , customer expecting value ( cev ) , customer perceived value ( cpv ) , customer perceived cost ( cpc ) and decisive customer value ( dcv ) 在前人有关顾客价值研究的基础上,本文补充提出顾客期望价值、设计价值和顾客决策价值三个新概念;进一步区别和阐释顾客期望价值、设计价值和顾客感知价值等基本概念的涵义和相互关系,构建一个融合了cev 、 dv 、 cpv 、 cpc 、 p 、 c 、 ncv 、等多个变量的顾客价值动态分析模型;并概括其基本内涵和潜在意义。
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| 7. | Chapter nine , ten and eleven develop the discrete methods to price exotic options , in which chapter nine prices exotic options using the shooting target gird method , chapter ten prices the options using improved shooting target gird method when the underlying asset obeys cev process , and chapter eleven prices the double lookback options using five - bifurcation tree method . in the last chapter , application of option pricing theory is studied in executive stock option plan 第九、十、十一章研究的是用离散方法对变异期权进行定价,其中,第九章是用打靶格法对一列变异期权进行定价;第十章,用改进的打靶格法对标的资产的价格服从cev过程的变异期权进行定价;第十一章用五叉树模型对双回望期权进行定价。
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