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大多数股票期权的研究忽视了收益获取时间的不确定对期权价值的影响。本文探讨了支付时间不确定的指数化股票期权的定价问题,改进了原来的模型,并进行了实例验证。
The research of most stock options ignores the impact of the uncertainty of earnings acquisition time on the value of options. In this paper, we discuss the pricing of indexed stock options with uncertain payment time, improve the original model and verify the case.