1) Black-Scholes pricing theory of options
Black-Scholes期权定价理论
2) the Black-Scholes option pricing model
Black-Scholes期权定价法
3) Black-Scholes Option Price
Black-Scholes期权定价
1.
The Application of Bayesian Methods in the Black-Scholes Option Price Model;
贝叶斯方法在Black-Scholes期权定价模型中的应用
4) Black-Scholes option pricing model
Black-Scholes期权定价模型
1.
On the basis of the hypotheses of the Black-Scholes option pricing model,using the arbitrage-free principle,we construct the multi-factors pricing model which corresponds to the path-dependent characteristic of Asian Rainbow options on two assets.
基于Black-Scholes期权定价模型的假设条件,利用无套利原理,构建了反映两资产亚式彩虹期权路径依赖特征的多因素定价模型。
2.
Based on the traditional NPV model of companies mergers, in the paper analyzing the recessive option value with Black-Scholes option pricing model, we obtained the new option pricing model of companies mergers NPV_T=NPV+C.
在购并目标公司价值研究的NPV净现值法的基础上,利用Black-Scholes期权定价模型,对购并过程中所得到的隐形期权价值进行分析,得到购并公司新的期权定价模型NPVT=NPV+C,并提出公司购并实施的基本依据。
6) Black-Scholes option pricing formula
Black-Scholes期权定价公式
1.
Based on the principle of control variables method,this paper adopts CV-CRR method of the American option on the basis of Black-Scholes option pricing formula,and it also makes an empirical analysis to prove that the control variables method can be used to greatly improve the operating speed and valuation precision of the standard binary tree method,thus improve the effciency of valuation.
本文基于控制变量法原理,在Black-Scholes期权定价公式的基础上,采用CV-CRR方法为美式看跌期权定价。
2.
The derivation of Black-Scholes option pricing formula is very complicated,and it needs some advanced mathematical knowledge such as stochastic process,stochastic differential equation.
Black-scholes期权定价公式的推导过程相当复杂,需要用到随机过程和求解随机微分方程等较高深的数学工具,本文将在风险中性的假设下给出两种Black-scholes期权定价公式的简洁推导方法,使得具有概率统计和微积分基本知识的读者也能理解并欣赏这一公式的导出过程。
补充资料：权人
1.谓权变诈伪之人。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
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