基于二叉树模型亚式期权定价的研究-运筹学与控制论专业论文.docxVIP

硕士学位论文The 硕士学位论文 The Study ofAsian Options Pricing Based on the Binomial Tree Model AB STRACT Asian option，as the most flourish options in the finance market，the pricing has been focused on always．The binomial tree is one of the numerical methods to price the option in common use．It is intuitive and easy to understand，what’S more，it can price not only the European options，but also the American options． In this paper,it is our main work to use binomial tree model to price the Asian option in risk-neutral market．At first，we study the methods of option pricing with the binomial tree model，and the