| 释义 |
- 持续股息：指一种股票投资者在持有股票期间持续获得的股息收益。
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经济学 连续红利 ChapterⅢstudiesthe pricing of European power options in an actuarial approach under three conditions re-spectively, i. e. under continuous dividend, random rates of interest, and non-homogeneousPoisson jump-diffusion. 第三章主要是分别在具有连续红利和具有随机利率的情形和带非齐次Poisson跳―扩散过程下研究幂期权的保险精算法定价。
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Under the hypothesis of continuous dividend, if the continuous dividend rate isp, and regular payment dividend, we get European call and put option pricing formula and their parity. 在假定支付连续的红利率和定期支付的条件下，得到了两种情况下欧式看涨期权与看跌期权的定价公式及其它们之间的平价公式。 - 2
Under the framework of equivalent martingale measures, we discuss the pricing formulas of power payoffs European options with continuous dividend at the time of maturity of the options. 在等价鞅测度框架下，讨论了在期权到期时刻具有连续红利支付的幂型股票欧式期权的定价公式。
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