【摘要】 对期权定价中常用的二叉树模型和Black-Scholes模型作了比较系统的分析,从两方面得出Black-Scholes模型是二叉树模型的极限情况,并对其进行了优化.更多还原

【Abstract】 Based on the systematic anaysis of the relations and differences between Binomial Trees model and Black-Scholes model which are frequently used in option price,this article finds out that Black-Scholes model is the limit of Binomial Trees model,and optimizes the two models.更多还原