摘要
分级基金A类份额具有十分特殊的期权价值,需细致分析市场情绪对期权价值的重要影响,并找出衡量分级A期权价值的合理方法。结论发现考虑市场情绪的模型能够更加准确地度量分级A的期权价值。
The A level of structured fund obtains special option value. It is necessary to analyze whether marketsentiment has great influence on the option value, and to measure the option value of A level. As a consequence, model considering about market sentiment can value the option more accurately.
出处
《华南理工大学学报（社会科学版）》
2016年第4期29-35,共7页
Journal of South China University of Technology(Social Science Edition)
关键词
分级A
二元期权价值
蒙特卡洛模拟
市场情绪
A level of structured fund
binary option value
Monte Carlo simulation
market sentiment
