摘要
应用博弈论推导出描述股价变化的微分方程。它与作者用力学方法导出的文献 [1 ]一致。在期权交易中 ,依据买卖盈亏等同的原则 ,定出中性的期权价 ,为操盘提供方便的计算参考。
Application of Game theory, a differential equation describing the change of stock's price is derived, which agrees with that obtained by the author in by mechanical method. According to the principle of equal gain of loss to both sides of purchasing and selling in options' trading, a natural price of option is easily obtained, which gives a convenient calculating reference for operators.
出处
《预测》
CSSCI
2001年第5期36-38,共3页
Forecasting
