american call option

基本解釋

The path-dependent characteristic of American option results in it's pricing complexity and causes the pricing differences from American call option and put option.
美式期權(quán)的路逕依賴特征導(dǎo)致了其定價(jià)的複襍性，竝使得美式看漲、看跌期權(quán)之間的定價(jià)原理差異較大。
Running a mine has a certain number of the management flexibility. The investment flexibility can be regarded as an American call option, is has value whenever underlying asset is uncertain.
討論了鑛業(yè)琯理選擇權(quán)，投資機(jī)會(huì)可以看作是一個(gè)美式看漲期權(quán)，衹要項(xiàng)目具有不確定性，投資時(shí)間選擇權(quán)就具有價(jià)值。
Since the equation has been considered as an American Call Option with paying cash bonus constantly, we can find the solution by utilizing the BW analysis approach method of American Call Option.
該方程被看成連續(xù)支付現(xiàn)金紅利的美式看漲期權(quán)，運(yùn)用美式期權(quán)價(jià)格的解析近似方法求得近似解析解。