摘要
利用参数间的相对关系,给出三叉树欧式看涨期权的两类不同离散定价公式.最后部分将所涉及到的重要参数近似化,利用统计知识和可观察到的相关数据,便可得到这些参数的估计值.
The paper discusses the price of the European option under the ternary option pricing model,which is of two different discrete kinds.As the last part,the paper refers to the approximation of some important parameters.The estimated value of these parameters can be obtained by taking advantage of statistical knowledge and the related data which can be observed.
出处
《曲靖师范学院学报》
2006年第6期45-48,共4页
Journal of Qujing Normal University
关键词
三叉树模型
欧式看涨期权
风险中性测度
几何布朗运动
ternary option pricing model
European call option
risk neutral measure
Geometrical Brownian Motion
