| 期权蝶状价差的概率模型分析 |
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| 引用本文： | 费为银.期权蝶状价差的概率模型分析[J].安徽工程科技学院学报,1998(1). |
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| 作者姓名： | 费为银 |
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| 作者单位： | 安徽机电学院 |
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| 摘 要： | 期权市场蝶状价差的投资者获益具有随机性。本文探讨了不同蝶状价差投资者的获益概率及其平均损益。
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| 关 键 词： | 期权 蝶状价差 概率 损益函数 |
Analysis of Probability Model on Option Butterfly Spread |
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| Fei Weiyin.Analysis of Probability Model on Option Butterfly Spread[J].Journal of Anhui University of Technology and Science,1998(1). |
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| Authors: | Fei Weiyin |
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| Institution: | Anhui Institute of Mechanical & Electrical Engineering Wuhu 241000 |
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| Abstract: | On option market the gain of butterfly spread investor is random. This paper discusses the probability of the different butterfly investors' profiting and mathematical expectation of its profit function. |
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| Keywords: | option butterfly spread probability profit function |
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