摘要
期权及其定价理论是目前金融工程的前沿问题 .直接利用随机微分方程的Feynman_Kac定理推导出欧式股票权定价的Black_Scholes公式 ,这种方法还可推广用于其他期权的定价 .
Options and the pricing theory of options are the frontier's fields in today's financial engineering research. By Feynman_Kac's theorem in stochastic differential engineering, we obtain the Black_Scholes'pricing formula of European option underlying stock. This pricing method can be used in other options pricing models as well.
出处
《华南理工大学学报(自然科学版)》
EI
CAS
CSCD
北大核心
2000年第8期32-35,共4页
Journal of South China University of Technology(Natural Science Edition)
基金
广东省自然科学基金! (980 5 92 )
华南理工大学人文社科基金资助! (A2 - 12 6 - 934)
关键词
欧式股票期权
定价模型
金融工程
European option underlying stock
option pricing model