SUN Liang, ZHANG Junguo, FAN Zhiping, PAN Dehui. STUDY ON THE PRICING MODEL OF STOCK DERIVATIVE SECURITY[J]. INFORMATION AND CONTROL, 1998, 27(4): 300-303.
Citation:
SUN Liang, ZHANG Junguo, FAN Zhiping, PAN Dehui. STUDY ON THE PRICING MODEL OF STOCK DERIVATIVE SECURITY[J]. INFORMATION AND CONTROL, 1998, 27(4): 300-303.
SUN Liang, ZHANG Junguo, FAN Zhiping, PAN Dehui. STUDY ON THE PRICING MODEL OF STOCK DERIVATIVE SECURITY[J]. INFORMATION AND CONTROL, 1998, 27(4): 300-303.
Citation:
SUN Liang, ZHANG Junguo, FAN Zhiping, PAN Dehui. STUDY ON THE PRICING MODEL OF STOCK DERIVATIVE SECURITY[J]. INFORMATION AND CONTROL, 1998, 27(4): 300-303.
STUDY ON THE PRICING MODEL OF STOCK DERIVATIVE SECURITY
The paper aims to illustrate how numerical analysis method may be used in solving stock derivative security pricing problem, when some assumptions for the financial derivative security price formula are not satisfied. On the basis of the Black-Scholes option pricing model, it studies the American option , so it can provide reasonable and precise method to price the stock derivative security.
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