商期权的定价研究-概率论与数理统计专业论文.docxVIP

AbstractDue Abstract Due to the influence from the development of the information technology and global economy,there displays massive turbulence in the financial market，which becomes the attention focus for the investors meanwhile．Along with continual innovations from the 矗nancial market，investors need to adopt corresponding investment strategies to fulfill value maintenance so to obtain more profits．Thus，they able to avoid risks and gain the most profits．Among those strategies，option contract serves as an important role． This thesis mainly makes a research on the pricing problem under variou