It was a smash hit. This dissertation firstly introduces the classic Balck-Scholes model for European style options and the binomial tree pricing model for American style options.
英
美
- 本論文從Black-Scholes經(jīng)典期權定價(jià)模型和二項式期權定價(jià)模型入手，結合外匯期權自身特點(diǎn)，在Black-Scholes期權定價(jià)模型和二項式期權定價(jià)模型基礎上推導出歐式外匯期權和美式外匯期權的定價(jià)公式。
