| 1. | Call options and put options
看涨期权和看跌期权 |
| 2. | The model of asian put option pricing with geometric averaging and transaction costs under the cev process
下有交易费用的亚式看跌期权定价模型 |
| 3. | A combination of a long futures contract and a long put , called a synthetic long call
由买入一个期货合同和买入一个看跌期权的组合，就叫做组合买入看涨。 |
| 4. | A dual option position involving a bull and bear spread with identical expiry dates
一种期权策略，这种策略可以借具有相同有效期的看跌期权或者看涨期权得以贯彻。 |
| 5. | Also , a combination of a short futures contract and a short put , called a synthetic short call
同时，由卖出一个期货合同和卖出一个看跌期权的组合，叫做组合卖出看涨。 |
| 6. | For a long put , equal to the put value minus the premium . for a short put , equal to the premium minus the put value
对于买入看跌期权的人，等于期权价值减去期权金。对于卖出看跌期权的人，等于期权金减去价值。 |
| 7. | Secondly , the article in detail researches the forming principle of american call and put values and their computing methods in the third chapter
然后，在第三章分别对美式看涨、看跌期权的价值形成机理及其定价进行了较为详细的论述。 |
| 8. | A condition in which the strike price of an option is equal to ( or nearly equal to ) the market price of the underlying security
一项期权到价指该期权的行使价格相等于相关证券的市场价值，是指看涨期权或看跌期权的履约价格等于标的股票的现价。 |
| 9. | The act of purchasing an " in the money " put option so that the buyer can capitalize on a bear market by effectively shorting a stock without waiting for an uptick
买入价内看跌期权，买方因此可卖空相关股份，从而可以在熊市里无需等待股价回升而获利。 |
| 10. | They could be classified as call options , put options , american options , european options , financial options , real options and so on according to different benchmarks
按不向标准，期权可分为看涨期权和看跌期权、美式期权和欧式期权、金融期权和实物期权等。 |
