摘要
若金融衍生证券的估值没有确切的表达方式时，可用数值分析法来估算其值，这样可以弥补金融衍生证券的定价公式在某些条件得不到满足而不能应用的局限性，以便更合理，准确地为金融衍生证券的定价提供科学的参考．本文在股票衍生证券定价模型的基础上。
The paper aims to illustrate how numerical analysis method may be used in solving stock derivative security pricing problem, when some assumptions for the financial derivative security price formula are not satisfied. On the basis of the BlackScholes option pricing model, it studies the American option , so it can provide reasonable and precise method to price the stock derivative security.
出处
《信息与控制》
CSCD
北大核心
1998年第4期300-303,共4页
Information and Control
关键词
衍生证券
定价方程
数值分析
股票期权
derivative security, price equation, numerical analysis, stock option
