利用残数定理简化固定收益期权定价公式

The Residue Theorem for Simplifying the Fixed-income Option Pricing Equation

在对求解期权定价B-S方程的积分变换中,运用残数定理把公式中的两个积分式子化简为被积函数衰减较快的函数积分,提高了数值计算效率并缩短了计算时间,还为投资者快速计算期权价值节约了时间.

By solving the option pricing equation B -S with the integral transform, this paper uses the residue theorem to simplify the two integrand formulae as one rapid attenuation integral function, which improves computational efficiency and safes the time for investors to decide price options.