用K线值= 110和成熟度计算一个美式看涨期权的公允价值 n= 10个时期，期权是写在到期后的期货合约上15期。期货合约的基本安全性与前一种相同的问题。(问题应该通过建立一个15周期的二项模型来回答，它的参数应该被校准为一个black - scholes几何布朗运动模型:T =。25年,S0 = 100,r = 2%,σ= 3...
This paper presents a method for evaluating a multi-period asset that is consistent with the valuations implied by the capital asset pricing model, and sho... H Bierman,S Smidt - 《Journal of Business Finance & Accounting》 被引量: 4发表: 2010年 Multi-Asset Option Pricing Using Normal Tempe...
1D binomial trees, the price change over period [(k − 1) t, kt] can admit 2m possibleup-down-scenarios The BEG Tree (An m-Dimensional Variant of the CRR Tree) Boyle, Evnineand Gibbs (1989) (for short: BEG where δi ( ω ) = 1 (–1) if ωi is an up-scenario (down-scen...
Therefore, the task queue model is created based on the randomness of tasks. Tasks in the system are randomly generated and delivered to a specific RSU. After the storage period, the tasks are migrated to the MEC server for calculation. The task queue length on any RSU is 𝑄𝑗(𝜏)(...
such as the negative binomial distribution (NBD) model of Morrison et al. [15] and the Pareto/NBD model. The Pareto/NBD model is a classic recency, frequency, and monetary (RFM) model that is widely used for calculating the CLV, concentrating exclusively on the number of purchases made ove...