期权的随机变量参数定价模型的研究

A Study of Option Pricing Model of Random Variable Parameters

借助于随机误差修正的思想给出了期权的随机参数定价模型,并得到了美式期权的数值计算方法,利用Matlab软件编程,进行实证分析该模型的合理性及有效性。

Based on the principle of random error correction,this study suggests an option pricing model of random parameters and provides the numerical calculation method of American options.By means of Matlab software programming,we also give an empirical analysis of the model to prove its rationality and validity