摘要
期权定价作为期权交易的核心部分,经过多年的研究已取得丰硕成果。文章基于创新的视角,从理论分析和应用研究两个方面回顾期权定价模型的发展历程,以Black-Scholes模型和标准二叉树模型为基础,详细梳理期权定价模型的改进,并对相关模型的特点进行了总结,展示国内外学者的主要研究成果。
As a core part of options trading, the pricing of options has yielded fruitful results after years of devel. opment. The development history of option pricing model is based on the perspective of innovation, reviewing the de. velopment of option pricing model from the perspective of theoretical analysis and applied research. Based on Black-Scholes model and standard binary tree model, the improvement of option pricing model is elaborated and the characteristics of related models are summarized. The paper discusses the main research results of scholars at home and abroad.
作者
马方方
胡朝阳
MA Fang-fang;HU Zhao-yang
出处
《经济论坛》
2019年第4期117-122,共6页
Economic Forum
基金
北京市教育委员会重点项目"资产型通货膨胀与货币政策选择问题研究"(SZ201310038022)
