基于Black-Scholes模型的期权定价  

Option Pricing Based on Black-Scholes Model

作　　者：徐晓芳 XU Xiaofang(Shandong University of Science and Technology,Qingdao 266500,China)

机构地区：[1]山东科技大学数学与系统科学学院,山东青岛266500

出　　处：《洛阳理工学院学报（自然科学版）》2018年第3期87-90,共4页Journal of Luoyang Institute of Science and Technology：Natural Science Edition

摘　　要：Black-Scholes模型在金融领域具有十分重要的地位。在研究期权定价时,采用构造Black-Scholes模型的微分方程的方式会使过程变得简单易行。The Black-Scholes model has a very important position in the financial field. When studying option pricing, adopting the dif- ferential equations of the Black-Scholes model will make the process simple and easy.

关 键 词：Black—Scholes 现金看涨期权 资产看涨期权 欧式看涨期权 

分 类 号：O29[理学—应用数学]