摘要
本文简化了Black-Scholes方程的求解过程,获得了欧式看涨期权的定价公式,有助于理解传统的期权定价原则.
This paper simplify the solving process of Black-Scholes equation and get the pricing fomrulae of European call option. This help to understand the principles of option pricing.
出处
《经济数学》
2007年第2期180-184,共5页
Journal of Quantitative Economics
