【摘要】 二叉树方法是期权定价中一种重要的数值方法,本文分别对连续支付红利、按已知红利率支付红利和按已知红利数额支付红利三种情况进行讨论,给出了欧式期权二叉树模型的矩阵形式算法.更多还原

【Abstract】 Being a method of option pricing,binomial tree methods(BTM) is very important.In this article,the authors give the matrix form algorithm for binomial model of European option under three kinds situation: paying a continuous dividend yield,paying dividend which yield is known,paying dividend which dollar amount is known.更多还原