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20.
|
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|
call_put_flag, spot, strike, time, rate, volatility, cost_of_carry, lambda
|
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call_ou_put;prix;valeur;jours_avant_échéance;taux;volatilité;coût_de_portage;lambda
|
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Translated by
Stéphane Raimbault
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21.
|
|
|
call_put_flag, spot, strike, time, rate, cost_of_carry, volatility
|
|
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|
call_ou_put;prix;valeur;jours_avant_échéance;taux;coût_de_portage;volatilité
|
|
Translated by
Stéphane Raimbault
|
|
|
|
|
22.
|
|
|
call_put_flag, p_t, f_t, x, t1, t2, v_s, v_e, v_f, rho_se, rho_sf, rho_ef, kappa_e, kappa_f)
|
|
|
|
|
call_ou_put;p_t;f_t;x;t1;t2;v_s;v_e;v_f;rho_se;rho_sf;rho_ef;kappa_e;kappa_f)
|
|
Translated by
Stéphane Raimbault
|
|
|
|
|
23.
|
|
|
spot, strike, t1, t2, rate, d, volatility
|
|
|
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|
prix;valeur;t1;t2;taux;d;volatilité
|
|
Translated by
Stéphane Raimbault
|
|
|
|
|
24.
|
|
|
call_put_flag, spot, alpha, time1, time, rate, volatility, cost_of_carry
|
|
|
|
|
call_ou_put;prix;valeur;temps1;temps;taux;volatilité;coût_de_portage
|
|
Translated by
Stéphane Raimbault
|
|
|
|
|
25.
|
|
|
call_put_flag, spot, strike, a, time, m, dt, rate, cost_of_carry, volatility
|
|
|
|
|
call_ou_put;prix;valeur;a;jours_avant_échéance;m;dt;taux;coût_de_portage;volatilité
|
|
Translated by
Stéphane Raimbault
|
|
|
|
|
26.
|
|
|
spot, strike, time1, time2, rate, cost_of_carry, volatility
|
|
|
|
|
prix;valeur;temps1;temps2;taux;coût_de_portage;volatilité
|
|
Translated by
Stéphane Raimbault
|
|
|
|
|
27.
|
|
|
spot, strike_call, strike_put, time, time_call, time_put, rate, cost_of_carry, volatility
|
|
|
|
|
prix;valeur_call;valeur_put;temps;temps_call;temps_put;taux;coût_de_portage;volatilité
|
|
Translated by
Stéphane Raimbault
|
|
|
|
|
28.
|
|
|
type_flag, spot, strike1, strike2, time1, time2, rate, cost_of_carry, volatility
|
|
|
|
|
type;prix;valeur1;valeur2;temps1;temps2;taux;coût_de_portage;volatilité
|
|
Translated by
Stéphane Raimbault
|
|
|
|
|
29.
|
|
|
type_flag, spot1, spot2, strike1, strike2, time, cost_of_carry1, cost_of_carry2, rate, volatility1, volatility2, rho
|
|
|
|
|
type;prix1;prix2;valeur1;valeur2;temps;coût_de_portage1;coût_de_portage2;taux;volatilité1;volatilité2;rho
|
|
Translated by
Stéphane Raimbault
|
|
|
