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put option

英 [pʊt ˈɒpʃn]

美 [pʊt ˈɑːpʃn]

网络  看跌期權; 看跌; 看跌期权; 卖出期权; 卖权

经济

英英释义

noun

  • the option to sell a given stock (or stock index or commodity future) at a given price before a given date
      Synonym:put
    1. an option to sell

      双语例句

      • The main contents of the Circular include: firstly, two categories of risk reversal portfolio business, including foreign exchange put option and foreign exchange call option are introduced;
        《通知》主要内容包括:一是推出外汇看跌和外汇看涨两类风险逆转期权组合业务;
      • The Research on Bidding Strategies of Generation Companies Based on American Put Option Contracts
        基于美式看跌期权合同的发电商竞价策略研究
      • American Put Option with Stochastic Financial Market Model
        随机市场模型下美式看跌期权的定价
      • From the structure of barrier options, call option and put option is the same as the terms.
        从障碍期权,看涨期权和看跌期权的结构是一样的条件相同。
      • The American put valuation problem is very important and complicated in the Option Pricing Theory ( OPT), and so far the appropriate continuous-time pricing model and compact valuation formula for the American put option have not been found.
        在期权定价理论中,美氏卖权定价问题是相当重要又是相当复杂的,迄今还未找到恰当的美氏卖权连续时间定价模型和紧凑的定价公式。
      • In this paper, assume that interest is stochastic, using martingale method, we deal with pricing formula of European contingent claim on foreign currency, and obtain price of European call and put option.
        在随机利率情形下,利用鞅方法给出外汇欧式未定权益定价公式,得到了欧式看涨期权和看跌期权价格解析表达式及平价关系;
      • 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。
      • Bear spread constructed by the sale of a put option and the simultaneous purchase of another put option with the same expiration, whereby the short put has a lower strike price than the long put.
        是指投资者卖出一个执行价格较低的看跌期权,同时买入一个执行价格较高的看跌期权,也称为卖权空头价差(交易)。
      • The pricing models of gap options are studied, and the pricing formulas of the European gap options under risk-neutral valuation are given. It is shown that there is no put-call parity ralation between gap call option and put option.
        讨论缺口期权的定价模型,利用风险中性估值原理给出欧式缺口期权的定价公式,并说明了欧式缺口看涨和看跌期权之间不存在平价关系。
      • The optimal exercise price of the American put option
        美式看跌期权的最佳执行价格