| 期权定价理论综述 |
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| 引用本文： | 张虹,卢瑜.期权定价理论综述[J].长沙民政职业技术学院学报,2007,14(2):46-47. |
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| 作者姓名： | 张虹 卢瑜 |
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| 作者单位： | 长沙民政职业技术学院,湖南,长沙,410004;长沙民政职业技术学院,湖南,长沙,410004 |
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| 摘 要： | 期权定价理论是金融工程的主要理论基石.自经典的Black-Scholes期权定价模型提出之后,对该模型的修正与理论探讨就一直没有停息.文中在讨论期权定价理论的产生和发展的基础上,着重梳理了近二十几年来期权定价理论取得的丰硕成果,并指出了期权定价理论的未来研究方向.
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| 关 键 词： | 期权 定价理论 非线性 |
| 文章编号： | 1671-5136（2007）02-0046-02 |
| 修稿时间： | 2007-04-15 |
The Summary of Option Pricing Theory |
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| ZHANG Hong,LU Yu.The Summary of Option Pricing Theory[J].Journal of Changsha Social Work College,2007,14(2):46-47. |
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| Authors: | ZHANG Hong LU Yu |
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| Institution: | Changsha Social Work College,Changsha,Hunan 410004 |
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| Abstract: | Option pricing theory is the main footstone for financial engineering.After the classical Black-Scholes option pricing model,there have been countless attempts to modify and further extend the original theories.By reviewing the origin and development of option pricing theory,this paper aims to list the fruitful productions of the option pricing theory in the past twenties years.This paper also outlines several promising research directions in the option pricing research field. |
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| Keywords: | option pricing theory nonlinear |
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