%0 Journal Article
%T 一种无风险利率时变条件下的Black-Scholes期权定价模型<br>A BLACK-SCHOLES OPTION PRICING MODE BASED ON THE RISK-FREE INTEREST RATE UNDER VARYING CONDITIONS
%A 作者
%A 任智格
%A 何朗
%A 黄樟灿
%J 数学杂志
%D 2015
%X 本文研究了无风险利率改进的Black-Scholes期权定价模型问题.利用指数函数和Ito公式的方法,获得了一种改进的Black-Scholes期权定价模型,推广了现有Black-Scholes期权定价模型的结果.<br>This paper studies the pricing model of Black-Scholes option under the changed risk-free rate, and achieves an improved Black-Scholes option pricing model by the method of the index and Ito formula. It promotes the existing Black-Scholes option pricing model
%K Black-Scholes 模型 期权定价 无风险利率 看涨期权&lt
%K br&gt
%K Black-Scholes model option pricing risk-free rate call options
%U http://sxzz.whu.edu.cn/sxzz/ch/reader/view_abstract.aspx?file_no=20150125&flag=1