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bsdifferential

于 2011-09-10 发布 文件大小:1KB
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  欧式股票期权的显式差分定价法,通过输入股票期权的波动率、贴现率、标的资产的定价等相关数据,计算出股票期权的理论价格(the explicit differential pricing method in European stock options )

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