Black-Scholes 期权定价模型 本文使用了三种不同的方式计算期权定价，经典的 Black-Scholes 模型、蒙特卡洛模拟（ Monte Carlo ）、和 Black-Scholes 微分方程。 —— 模型和原文献 » 下载 用户资源 中文资料下载 Maple 用户论坛 Maple 应用下载中心 Maple Primes - 在线支持 Maple 和 MapleSim 试用申请 Black-Scholes Model In this application example, we want to compute the option price using three different methods. The first method is to derive the analytical solution to the option price based on the classical Black-Scholes model. Next, we compute the option price through Monte Carlo simulation based on the Black-Scholes model for stock price estimation. Finally, we use the Black-Scholes differential equation model to estimate the option price.
标签: 蒙特卡洛
