| 物理视角下的期权定价方程 |
| |
| 引用本文： | 陶勇.物理视角下的期权定价方程[J].物理与工程,2009,19(5):54-56,59. |
| |
| 作者姓名： | 陶勇 |
| |
| 作者单位： | 重庆大学经济与工商管理学院,重庆,400044 |
| |
| 摘 要： | 以大学物理的角度来介绍三种推导Black—Scholes期权定价方程的方法，并以，物理专业易于理解的方式来剖析相关的推导过程．
|
| 关 键 词： | 期权 布朗运动 格林函数 薛定谔方程 |
THE EQUATION OF OPTION VALUATION BASED ON PHYSICAL VIEWPOINT |
| |
| Tao Yong.THE EQUATION OF OPTION VALUATION BASED ON PHYSICAL VIEWPOINT[J].Physics and Engineering,2009,19(5):54-56,59. |
| |
| Authors: | Tao Yong |
| |
| Institution: | Tao Yong (Economy and Business Management Institute, Chongq[ng University, Chongqing 400044) |
| |
| Abstract: | The three ways that derive the Black-Scholes equation of option valuation have been introduced based on the physical viewpoint. The corresponding key point has been analyzed in the easy to understand way to fit the students from department of physics. |
| |
| Keywords: | option Brownian motion Green function Schrǒdinger equation |
| 本文献已被 维普 万方数据 等数据库收录！ |
|
