浅谈期权定价中的随机数学模型的建立和发展  

A Brief Discussion on the Establishment and Development of Stochastic Mathematical Models in Option Pricing

作　　者：杨新宇[1] 邬伟三[1] 

机构地区：[1]白城师范学院,吉林白城137000

出　　处：《科教文汇》2012年第27期112-113,共2页Journal of Science and Education

基　　金：白城师范学院青年基金项目[2009]32号成果

摘　　要：期权定价是经济领域与数学领域中最复杂的模型问题之一,从"期权"这一概念的提出到现在已有一百多年的时间,各类期权定价模型都有了飞速的发展。本文根据期权定价的类型,浅析其随机数学模型的建立和发展。Option pricing is one of the most complex models in economics and mathematics fields.Since the proposing of ＂option＂ a hundred years ago,all kinds of option pricing models have been developing fast.According to the types of option pricing,this paper briefly analyzes the establishment and development of its stochastic mathematical models.

关 键 词：期权定价 BROWN运动 B-S公式 期权收益 

分 类 号：O13[理学—数学]