资产组合的四种模型与辅助问题及其关系

Four Portfolios Models and a Auxiliary Question and Connection of Them

文章首先建立了四个基于Black-Scholes期权定价模型的资产组合模型,并且引入一辅助问题.然后讨论了它们之间的一些关系.最后对还没有解决的问题做了总结.

We firstly establish four portfolios models based on the Black-Scholes formula and establish a auxiliary question.Secondly,we discuss a few connection of them.Thirdly,list a few question unsolded.