binomial option pricing model

基本解釋

In Chapter 2, we compare the classic theory about option pricing in convertible bond. We clarified the reason of using binomial -tree model.
第二章比較和歸納了可轉(zhuǎn)換債券期權(quán)部分價格確定的經(jīng)典理論，闡明了本文采用二叉樹模型的原因。
This paper summarizes the study on options pricing in view of quantum finance, such as the path integrals approach, the gauge theory of arbitrage, and the quantum model of binomial option pricing.
綜述了新興的量子金融理論在期權(quán)定價上的應(yīng)用，包括量子力學(xué)路徑積分方法和虛擬套利動態(tài)測量理論，以及二項(xiàng)式期權(quán)定價的量子模型。
The paper expounds the application of real option in the financing decision of startup firms in uncertainty on the theoretical basis of riskneutral pricing approach and binomial model.
綜述了新興的量子金融理論在期權(quán)定價上的應(yīng)用，包括量子力學(xué)路徑積分方法和虛擬套利動態(tài)測量理論，以及二項(xiàng)式期權(quán)定價的量子模型。