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回答时间：2023-06-21 16:10
Capped Option
上限期权
例句
1 Variational Inequality Model of the American Capped Call Option
美式封顶看涨期权的变分不等方程模型
2 In section two, the definition and pricing of capped single-point-time options were discussed and respective formulae of the call options and its put counterpart were presented by using martingale option pricing.
第二节定义了单点时间上限型重置期权，并应用鞅定价方法给出了对应看涨期权、看跌期权的定价公式。
3 In this paper, under the assumption of r q, we establish the pricing model of the American capped call option on the basis of Black-Scholes model and obtain the numerical computational method by using the finite difference scheme.
本文在假定无风险利率r不大于连续红利q时，基于Black-Scholes模型推导出有红利的美式封顶看涨期权定价模型-变分不等方程模型，并且用有限差分格式给出了模型的数值解法。
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