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Author:

杨建奇 (杨建奇.) | 牛保青 (牛保青.)

Indexed by:

CQVIP

Abstract:

本文首先给出了Black-Scholes公式的一个简单的证明;其次,利用Black-Scholes公式计算出宝钢期权的理论价格,分析了理论价格实际市场的价格差异及原因.

Keyword:

历史数据 期权价格 Black-Scholes公式

Author Community:

  • [ 1 ] [杨建奇]湖南科技学院
  • [ 2 ] [牛保青]北京工业大学

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Source :

湖南科技学院学报

ISSN: 1673-2219

Year: 2006

Issue: 11

Volume: 27

Page: 114-117

Cited Count:

WoS CC Cited Count: 0

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count: -1

Chinese Cited Count:

30 Days PV: 1

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