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本项目尝试以非线性Black-Scholes模型下的期权定价问题为研究对象,以期权的近似定价公式为研究目标,找出期权的一个有效的近似解,既能进行理论分析,也便于数值模拟.
This project attempts to consider the option pricing problem under the nonlinear Black-Scholes model as the research object, and takes the approximate pricing formula of the option as the research objective to find an effective approximate solution of the option, which can not only make theoretical analysis but also facilitate the numerical simulation.