2002Unpublished venueRequires access

Analysis of the Price of the Option's Value

Hu Yu

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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.

About this research paper

What this paper is about

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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Available 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.

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

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