摘要
lack-Scholes期权定价模型是20世纪70年代以来金融理论发展的最重要的基石,但是在各类文献中却几乎没有关于它的详细、准确的证明.本文将有关文献中出现的错误加以更正,并优化了证明过程,给出一个关于Black-Scholes期权定价模型严格的数学证明.
Black-Scholes option-pricing model is the most important basis in the financial theory development since 1970s.But there is almost no detailed and accurate proof in all kinds of literatures.This paper corrects the errors in the literatures,and optimizes the course of proof.A strict mathematical proof is given about Black-Scholes option-pricing model in this paper.
出处
《鞍山师范学院学报》
2008年第4期1-4,共4页
Journal of Anshan Normal University
关键词
期权
期权定价模型
偏微分方程
Option
Option-pricing model
Partial differential equations
