The results show that the theoreticalprice of PLS model has a good fit with the actual price of convertible bond. The ratio of price error is lower than 5%.
实证结果显示,模型较好地模拟了可转债实际价格运动路径,价格估计误差在5%以下。
2
Finally, this paper studies the theoreticalprice and hedging strategy of the insured mutual fund redemption value program and variable annuity incorporating guaranteed minimum accumulation benefit.
最后,本文从理论上讨论保险的共同基金兑现价值计划和含最低积累受益的可变年金的定价和对冲策略。
3
Another theoretical problem raised by the grain price data, also illustrated in Li's article, is that of how to define and identify markets.