偏微分方程两类期权定价问题中的应用.pdfVIP

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偏微分方程两类期权定价问题中的应用.pdf

偏微分方程两类期权定价问题中的应用

Abstract Duetothe ofthe theresearchon is growth optionmarket, optionpricingbecoming more andmore thetraditionalB—SmodelUS on popular.Although helppricingordinary ordertobecomemore this to theB—S option,but,in reality,inpaper,wetry expand modelunderthe thatthe stock is American hypothesisemployeeoption

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