摘要
采用Fourier变换,对经典的Black-Scholes微分方程进行了推导,最后得到了欧式期权的解析定价公式,即B-S公式.
The classical Black-Scholes differential equation has been done with Fourier transform in the deduction, in which the analytical pricing formula of the European options B-S Formula was gotten finally.
出处
《喀什师范学院学报》
2009年第3期23-25,共3页
Journal of Kashgar Teachers College
