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排序方式: 共有596条查询结果,搜索用时 24 毫秒
91.
92.
在面临相同随机市场需求的情况下,本文对期权契约中的看涨期权与看跌期权契约进行了对比分析,以期为决策者在实际采购活动中选择不同类型的期权契约时提供决策依据。通过模型建立与求解分析,本文得出了销售商接受期权契约时,契约参数需要满足的条件及相应的订购策略;并进一步得出了两种期权契约下,供应链达到协调状态时的具体条件,分析了此时契约参数对供销双方利润的影响,继而给出了两种期权契约的适用范围以及供销双方的契约选择偏好。在此基础上,本文还给出了不同期权契约下,供销双方各自利润均不低于其自身保留利润时契约参数的取值范围,并证明了两种期权契约均可有效提高销售商的利润水平。最后,本文通过算例对上述结论进行了验证。 相似文献
93.
We study the regularity of the stochastic representation of the solution of a class of initial–boundary value problems related to a regime-switching diffusion. This representation is related to the value function of a finite-horizon optimal stopping problem such as the price of an American-style option in finance. We show continuity and smoothness of the value function using coupling and time-change techniques. As an application, we find the minimal payoff scenario for the holder of an American-style option in the presence of regime-switching uncertainty under the assumption that the transition rates are known to lie within level-dependent compact sets. 相似文献
94.
织物面料服用性的优选对于服装市场的开发至关重要 .本文以一组丝绸面料为例 ,根据影响服用性能的主要因素 ,运用多属性模糊决策的方法 ,对不同品种的面料进行优选. 相似文献
95.
Pilot-Wave Theory and Financial Option Pricing 总被引:1,自引:0,他引:1
This paper tries to argue why pilot-wave theory could be of use in financial economics. We introduce the notion of information
wave. We consider a stochastic guidance equation and part of the drift term of that equation makes reference to the phase
of the wave. In order to embed information in financial option pricing we could use such a drift. We also briefly argue how
we could embed information in the pricing kernel of the option price.
PACS: 03, 89.65.Gh. 相似文献
96.
In the paper hedging of the European option in a discrete time financial market with proportional transaction costs is studied. It is shown that for a certain class of options the set of portfolios which allow to hedge an option in a discrete time model with a bounded set of possible changes in a stock price is the same as the set of such portfolios, under assumption that the stock price evolution is given by a suitable CRR model. 相似文献
97.
Iddo Eliazar 《Physica A》2011,390(4):699-706
This paper explores an elemental connection between call options-the most commonly tradable financial derivatives, implied volatility term structures-critical “market information” emanating from call-option prices, and the Pietra index-a quantitative economic measure of societal egalitarianism. Our study: (i) unveils an intrinsic “Pietra structure” of call-option prices; (ii) introduces the notion of the “Pietra term structures” of financial assets; (iii) describes the probabilistic meaning of the Pietra term structures; (iv) establishes an explicit nonlinear one-to-one mapping between the Pietra term structures and the implied volatility term structures of financial assets. The results presented in this paper provide a deep insight into the econophysics of call options and implied volatility term structures. 相似文献
98.
By applying the option pricing theory ideas, this paper models the estimation of firm value distribution function as an entropy optimization problem, subject to correlation constraints. It is shown that the problem can be converted to a dual of a computationally attractive primal geometric programming (GP) problem and easily solved using publicly available software. A numerical example involving stock price data from a Japanese company demonstrates the practical value of the GP approach. Noting the use of Monte Carlo simulation in option pricing and risk analysis and its difficulties in handling distribution functions subject to correlations, the GP based method discussed here may have some computational advantages in wider areas of computational finance in addition to the application discussed here. 相似文献
99.
100.
对一般的Markov调制L′evy模型,利用Fourier Cosine级数展开原理得到欧式期权价格的计算方法。进一步,为了改进期权定价的Fourier Cosine级数展开方法的计算精度, Fourier Cosine级数展开的对象进行了修正,获得了欧式期权价格的修正Fourier Cosine级数展开计算方法。此外,还将获得的方法应用于Markov调制Black-Scholes模型, Markov调制Merton跳扩散模型和Markov调制CGMY L′evy模型期权定价的计算。具体的数值计算说明:修正Fourier Cosine级数展开方法应与Fourier Cosine级数展开方法相比,收敛速度要慢一些,但准确性却有很大的提高。特别是对Markov调制纯跳模型,效果更为显著。 相似文献