The B-S model and binary model are used in the evaluation of intangible asset and real option pricing model and identification of its parameters are formed accordingly.
在这之后,把期权的B - S模型及二叉树模型应用于无形资产的价值评估中,并由此建立了无形资产的实物期权定价模型及其参数确定方法。
Binary tree option pricing model;
二叉树期权定价模型;
Suppose that underlying asset follows Constant Elasticity of Variance model(CEV). We derive pricing formula of binary option.
假设标的股价服从不变方差弹性(CEV)模型下,推导出两值期权的定价公式。
Suppose that underlying asset follows Constant Elasticity of Variance model(CEV). We derive pricing formula of binary option.
假设标的股价服从不变方差弹性(CEV)模型下,推导出两值期权的定价公式。
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