Black Scholes pricing model

Black Scholes model has solved European option pricing in efficient market successfully.

BlackScholes模型 成功解决了有效证券市场下的欧式期权定价问题.

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Black-Scholes pricing model has no analytical formula of American put options, thus it cannot get accurate solution.

Black -Scholes定价模型对美式看跌期权不存在解析公式, 无法求其精确解.

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Black-Scholes pricing model has been designed in the essay.

其次对布莱克(Black) — 斯科尔斯(Scholes)定价模型公式设计出了计算程序.

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First, we introduce Black-Scholes pricing-model and Binomial pricing-model briefly.

首先简单介绍两种定价模型：Black-Scholes定价模型和二项式定价模型；

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Systemically summarizes Option Pricing Theory, analyses influence factors of option value, discusses binominal tree model and Black-Scholes model and extends Black-Scholes model;

全面系统地分析和总结了期权定价理论，分析了影响期权价值的主要因素，探讨了期权的二项式定价模型，田ack一SchofeS模型，并针对Black一Scholes模型的不足，对其进行了扩展。

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Finally, we get the conclusion that Black-Scholes pricing-model and Binomial pricing-model are some effective.

结果表明，虽然存在一些的偏差，但是以Black-Scholes定价模型和二项式定价模型对于沪深两市权证的定价是具有一定的有效性的。

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