摘要
从博弈论理论角度出发分析了B lack-Scho les期权定价公式的内容,把期权价格看作期权交易过程中依赖于股票价格的收益期望值,通过计算这个无限随机过程的密度函数得出B lack-Scho les期权定价公式.
analyzed the conterts of the Black-Scholes option pricing formula from the game theory, the income expectation value of the option price make depend on in the option bargain process in the stock price, and get a formula of Black-Scholes by compute this density function of the infinite random process.
出处
《数学理论与应用》
2006年第3期70-73,共4页
Mathematical Theory and Applications
基金
国家自然科学基金项目资助(70471048)
关键词
期权定价
股票收益
博弈论
option pricing income of a share game theory
