摘要
亚式股票期权是当今金融衍生品市场最为活跃的新型期权之一。文章介绍了亚式股票期权的概念,讨论了亚式股票期权的定价公式及应用,并举例说明了亚式股票期权在期股激励中的应用。
The Asian Stock Options is now one of the most active new options in the financial derivation market. This article introduces the Asian Stock Option＇s concept, discusses the Asian stock options pricing formula and its application, and explains its application on Stock Option Stimulation with examples.
出处
《安阳师范学院学报》
2008年第2期32-35,共4页
Journal of Anyang Normal University
关键词
亚式股票期权
期权定价
路径依赖期权
算术平均
几何平均
期股激励
Asian stock options
Options pricing
Path - dependent option
Arithmetic average
Geometric average
Stock option stimulation
