摘要
本文在风险中性假设的基础上,对n期二叉树模型下的欧式看涨期权公式进行了重新完整的推导,并对当n趋向无穷大时的极限情况给出详细的证明.
In this paper, we deduce completely European call option pricing formula on n bioomial tree model based on the risk neutral hypothesis, and give a detailed proof when n tends to infinity.
出处
《黄冈师范学院学报》
2012年第3期20-23,共4页
Journal of Huanggang Normal University
关键词
风险中性假设
二叉树模型
期权定价
risk neutral hypothesis
binomial tree model
option pricing
