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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.
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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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