摘要
期权作为套期保值和规避风险的工具深受金融市场交易者的青睐,准确地为期权定价是金融交易市场规避风险的迫切需要。本文在传统的期权定价方法的基础上,分析了已有方法中不全面的地方,发现实际的定价问题是在随机性和模糊性共同产生的不确定环境下进行的。接着比较和分析了已有的新兴的模糊期权定价理论研究的近几年的国内外的研究进展,并对其研究趋势进行了展望。
It is necessary to precisely price the financial derivative security to avoid the risk in the financial market. The derivative pricing is an important field in finance, and a crucial task for price option. Based on the fuzzy theory, the paper reviews recent developments in option pricing theory and models. Furthermore, it delineates the theoretical foundation of models and discusses their econometric application and further research areas.
关键词
期权定价
模糊理论
模糊期权
欧式期权
美式期权
Option pricing
Fuzzy option
Fuzzy theory
European option
American option
