摘要
Black-Scholes股票期权定价模型的给出为期权的定价打下了坚实的基础,但它是对于无红利的股票期权定价的,通常红利的支付有两种情况:连续支付红利和定期支付红利.本文对这两种不同红利支付的欧式期权定价的模型和公式进行研究.
The Black-Scholes model of stock pricing has built the solid foundation for the option pricing,but it is about the non-dividend stock.Usually there are two kinds of situations about the dividend payment:paying the dividend continuously and paying the dividend regularly.This article studys on the model and formula of these two kinds of dividend payment.
出处
《应用数学》
CSCD
北大核心
2007年第S1期102-104,共3页
Mathematica Applicata
关键词
红利
连续支付
定期支付
期权定价
Dividend
Paying continuously
Paying regularly
Option pricing
