有红利支付的欧式期权定价的研究  

Study on European Options Pricing with Dividend Payment

作　　者：李晓雷[1] 李开丁[1] 

机构地区：[1]华中科技大学数学系,湖北武汉430074

出　　处：《应用数学》2007年第S1期102-104,共3页Mathematica Applicata

摘　　要：Black-Scholes股票期权定价模型的给出为期权的定价打下了坚实的基础,但它是对于无红利的股票期权定价的,通常红利的支付有两种情况:连续支付红利和定期支付红利.本文对这两种不同红利支付的欧式期权定价的模型和公式进行研究.The Black-Scholes model of stock pricing has built the solid foundation for the option pricing,but it is about the non-dividend stock.Usually there are two kinds of situations about the dividend payment:paying the dividend continuously and paying the dividend regularly.This article studys on the model and formula of these two kinds of dividend payment.

关 键 词：红利 连续支付 定期支付 期权定价 

分 类 号：F224[经济管理—国民经济] F830.9