【摘要】 文章基于期权价值对标的物价格变化的敏感性以及相应条款,提出了期权路径依赖强度的度量方法,突破了目前只对路径依赖强度作大致分类的做法,是对路径依赖期权的深化研究。然后,分析了该度量方法的可行性及其构建,探讨了其在不同期权路径依赖强度方面的应用。更多还原

【Abstract】 Based on the value sensitivity of options to their underlyings and corresponding treaty clauses,this paper poses a measuring method of path dependence intensity,which breaks the setup where the path dependence intensity was only classified roughly and which becomes a deep study on path-dependent options.Then,analyzes its feasibility and instructions,discusses its application to comparison of path dependence intensity of sorts of options.更多还原