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文章基本信息

  • 标题:The Analysis of Black-Scholes Option Pricing
  • 本地全文:下载
  • 作者:Wen-li Tang ; Liang-rong Song
  • 期刊名称:Advances in Applied Economics and Finance
  • 印刷版ISSN:2167-6348
  • 出版年度:2012
  • 卷号:1
  • 期号:3
  • 页码:169-173
  • 语种:English
  • 出版社:World Science Publisher
  • 摘要:This paper makes a more detailed description of the assumptions of the model and the mathematics derivation process of the formula, and analyzes the sensitivity of the option value of each variable of the model. According to the empirical analysis, we find that the Black-Scholes Model has a strong practicality, but also has some limitimations, further research is needed.
  • 关键词:Option;Option prcing;Black-Scholes model;Brownian motion;Volatility
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