contingent claim
常見例句
- Optimal portfolio is a replicating strategy for a certain contingent claim, which sums up to solve a backward stochastic differential equation.
最優(yōu)投資策略就是對某個未定權益的復制策略,這歸結為一個倒向隨機微分方程的求解。 - Under stochastic interest rate, the pricing problem on contingent claim on dividend paying stock was discussed.
在隨機利率情形下,討論了有紅利支付的股票未定權益定價問題。 - On this basis, the pricing model of European contingent claim with stochastic life is discussed, and some pricing formulas of European contingent claim with stochastic life are obtained.
在此基礎上,建立了具有隨機壽命的歐式未定權益定價模型,并得到一些具體的歐式未定權益定價公式。 - The trick is that the tax breaks must be contingent on the outcome that fiscal conservatives claim will occur.
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