Black and Scholes put forward for European option a price formula, in which stock price is subject to Geometry Brownian movement in a non-arbitrage analysis framework.
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Black & Scholes假設股票價(jià)格服從幾何布朗運動(dòng),在一個(gè)無(wú)套利的分析框架下給出了歐式期權價(jià)格的定價(jià)公式。