期权定价中二叉树模型的极限情况

The Limited Situation of Binomial Trees Model in The Option Pricing

对期权定价中常用的二叉树模型和Black-Scholes模型作了比较系统的分析,从两方面得出Black-Scholes模型是二叉树模型的极限情况,并对其进行了优化.

Based on the systematic anaysis of the relations and differences between Binomial Trees model and Blaek-Seholes model which are frequently used in option price, this article finds out that Blaek-Seholes model is the limit of Binomial Trees model, and optimizes the two models.