| 基于美式看跌期权的再装期权定价 |
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| 引用本文： | 胡煜寒,姜本源,颜涵,谭力珊.基于美式看跌期权的再装期权定价[J].五邑大学学报(自然科学版),2009,23(2):33-36. |
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| 作者姓名： | 胡煜寒 姜本源 颜涵 谭力珊 |
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| 作者单位： | 辽宁科技大学,理学院,辽宁,鞍山,114051 |
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| 基金项目： | 辽宁省教育科学规划基金 |
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| 摘 要： | 基于美式看跌期权的特点，采用二叉树模型，得到了考虑红利支付情况下的美式再装期权的定价模型，并通过实例分析了再装期权对传统美式看跌期权的影响．
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| 关 键 词： | 期权 再装期权 二叉树模型 |
Valuation of Reload Options Based on American-style Put Options |
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| HU Yu-han,JIANG Ben-yuan,YAN Han,TAN Li-shan.Valuation of Reload Options Based on American-style Put Options[J].Journal of Wuyi University(Natural Science Edition),2009,23(2):33-36. |
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| Authors: | HU Yu-han JIANG Ben-yuan YAN Han TAN Li-shan |
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| Institution: | (School of Science, University of Science and Technology Liaoning, Anshan 114051, China) |
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| Abstract: | Based on the characteristics model, gets the pricing model of Ameri of American-style put option, this paper, by using a binomial can reload option with dividend payment. At the same time, the paper analyzes the impact of reload option on traditional American-style put options. |
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| Keywords: | options reload options binomial model |
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