| 浅谈期权定价中的随机数学模型的建立和发展 |
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| 引用本文： | 杨新宇,邬伟三. 浅谈期权定价中的随机数学模型的建立和发展[J]. 科教文汇, 2012, 0(27): 112-113 |
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| 作者姓名： | 杨新宇 邬伟三 |
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| 作者单位： | 白城师范学院 吉林·白城137000 |
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| 基金项目： | 白城师范学院青年基金项目[2009]32号成果 |
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| 摘 要： | 期权定价是经济领域与数学领域中最复杂的模型问题之一,从＂期权＂这一概念的提出到现在已有一百多年的时间,各类期权定价模型都有了飞速的发展。本文根据期权定价的类型,浅析其随机数学模型的建立和发展。
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| 关 键 词： | 期权定价 Brown运动 B-S公式 期权收益 |
A Brief Discussion on the Establishment and Development of Stochastic Mathematical Models in Option Pricing |
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| Yang Xinyu , Wu Weisan. A Brief Discussion on the Establishment and Development of Stochastic Mathematical Models in Option Pricing[J]. The Science Education Article Collects, 2012, 0(27): 112-113 |
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| Authors: | Yang Xinyu Wu Weisan |
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| Affiliation: | Baicheng Normal University,137000,Bai-cheng,Jilin,China |
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| Abstract: | Option pricing is one of the most complex models in economics and mathematics fields.Since the proposing of ＂option＂ a hundred years ago,all kinds of option pricing models have been developing fast.According to the types of option pricing,this paper briefly analyzes the establishment and development of its stochastic mathematical models. |
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| Keywords: | option pricing Brown movement B-S formula option income |
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