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| 期权垂直价差与概率 | |
| 引用本文： | 洪再吉.期权垂直价差与概率[J].经济数学,1996(2). |
| 作者姓名： | 洪再吉 |
| 作者单位： | 汕头大学经济系 |
| 摘 要： | 在假定基本资产到期日的价格服从正态分布的条件下，本文讨论期权垂直价差的投资者获益的概率及其损益函数的数学期望，并导出某些有意义的结果． |
| 关 键 词： | 看涨权，看跌权，垂直价差，正态分布，损益函数，概率，数学期望 |
OPTION VERTICAL SPREAD AND PROBABILITY |
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| Hong Zaiji.OPTION VERTICAL SPREAD AND PROBABILITY[J].Mathematics in Economics,1996(2). | |
| Authors: | Hong Zaiji |
| Abstract: | In this paper, under assumption of that the price of underlying assets at expiration date obeys a normal distribution,we discuss the probability of option vertical spread investor getting profit and mathematical expectation of its profit function. Some significant results are obtained. |
| Keywords: | call option put option option vertical spread normal distribution profit Function probability mathematical expectation |
| 本文献已被 CNKI 等数据库收录！ | |