摘要
在Black-Scholes模型的基础上,通过改变B-S模型的基本假设,给出了几种基本的修正模型及定价公式。修正后的模型使得股票价格行为更接近现实市场的运作规律,从而更有实际意义。
On the basis of the Black- Scholes option pricing model, and by changing the basic hypothesis, this paper gives several essential amendatory model and pricing formula. The modified models make the models of stock pricing accord with the market law more, therefore, it is of greater significance.
关键词
期权
B—S期权定价模型
股票价括
B—S方程
option
Black - Scholes option pricing model
stock price
Black - Scholes equations
