ANALYSIS OF FINANCIAL DERIVATIVES BY MECHANICAL METHOD (Ⅱ)-BASIC EQUATION OF MARKET PRICE OF OPTION

来源 :应用数学和力学：英文版 | 被引量 : 0次 | 上传用户：f372286882

【摘要】

：

The basic equation of market price of option is formulated by taking assumptions based on the characteristics of option and similar method for formulating basic

【作者】

：

YUN Tian-quan(云天铨)

【机构】

：

DepartmentofMechanics

【出处】

：

应用数学和力学：英文版

【发表日期】

：

2001年9期

【关键词】

：

OPTION BLACK-SCHOLES FORMULA DIFFERENTIAL EQUATION option Black_Scholes formula

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The basic equation of market price of option is formulated by taking assumptions based on the characteristics of option and similar method for formulating basic equations in solid mechanics: hv0 (t) = m1 v0-1 (t) -n1 v0 (t) + F , where h, m1 ,n1 , F are c

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ANALYSIS OF FINANCIAL DERIVATIVES BY MECHANICAL METHOD (Ⅱ)-BASIC EQUATION OF MARKET PRICE OF OPTION

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