Analysis of the Price of the Option's Value
Hu Yu
Abstract
Hu Yu
Abstract
The famous Black_Scholes Options Pricing Model is reviewed,and its application is analyzed in this paper.An example based on the OPT is given.At the same time,the Binomial Model which is related option pricing is introduced in a brief way.
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The famous Black_Scholes Options Pricing Model is reviewed,and its application is analyzed in this paper.An example based on the OPT is given.At the same time,the Binomial Model which is related option pricing is introduced in a brief way.
Key concepts: Binomial options pricing model, Black–Scholes model, Trinomial tree, Finite difference methods for option pricing, Valuation of options, Value (mathematics), Asian option, Economics