| 显式差分格式与欧式期权定价问题 |
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| 引用本文： | 李晶.显式差分格式与欧式期权定价问题[J].湖州师专学报,2010(1):25-28. |
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| 作者姓名： | 李晶 |
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| 作者单位： | 北京市教育学院宣武分院附属中学,北京100054 |
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| 摘 要： | Black-Scholes期权定价模型的数值方法是当前研究的重点和热点问题,因此在已有的研究基础上,较为系统地讨论了欧式期权定价的Black-Scholes期权定价模型和采用显式差分法进行数值求解的过程.
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| 关 键 词： | Black-Scholes模型 显示差分 期权定价 |
The Explicit Finite-difference Method and the European Options Pricing |
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| Authors: | LI Jing |
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| Institution: | LI Jing(Middle School Attached to Xuanwu Branch,Beijing Educational College,Beijing 100054,China) |
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| Abstract: | The numerical methods of Black-Scholes＇ option pricing model is the focus of current research and a hot topic.This paper,based on existing research,offers a systematic discussion of the European Options＇ Black-Scholes Model,and shows the procedure for the numerical simulation by using the explicit finite-difference method. |
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| Keywords: | Black-Scholes Option Pricing Model explicit finite-difference method option pricing |
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