摘要
Black-Scholes模型在金融领域具有十分重要的地位。在研究期权定价时,采用构造Black-Scholes模型的微分方程的方式会使过程变得简单易行。
The Black-Scholes model has a very important position in the financial field. When studying option pricing, adopting the dif- ferential equations of the Black-Scholes model will make the process simple and easy.
作者
徐晓芳
XU Xiaofang(Shandong University of Science and Technology,Qingdao 266500,China)
出处
《洛阳理工学院学报(自然科学版)》
2018年第3期87-90,共4页
Journal of Luoyang Institute of Science and Technology:Natural Science Edition