black-scholes option pricing model中文什么意思

公布了后来成为全世界期权评估业标准的模型

期权定价模式

• black:    adj. 1.黑，黑色的。 2.暗的 ...
• option:    n. 选择，取舍，选择权，选择自由； ...
• price:    n. 1.价格，价钱；市价；代价；费 ...
• model:    n. 1.模型，雏型；原型；设计图； ...

例句与用法

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1. A mended method on black - scholes option pricing model
   期权定价模型的一种改进方法
2. Black - scholes option pricing model
   期权定价模式
3. Firstly , the article studies the classic black - scholes option pricing model and concludes the black - scholes option pricing formula with the risk - neutral valuation method
   首先，对经典的black - scholes期权定价模型进行了分析，并利用风险中性定价方法推导出了black - scholes期权定价公式。
4. There is also a brief introduction of another commonly used pricing model , the binominal option pricing model , including its relations to the black - scholes option pricing model
   调整模型的基本假设条件，将模型扩展为多因素模型。第一部分还介绍了另一种常用的期权定价模型- -二项分布模型。
5. 4 . after changing the short - term profit function to possion jump process , in the view of that the derivated partial differential equation of the option pricing which different from black - scholes partial differential equation still is that interest rate is constant ( 4 . 2 ) , the model which does not accord with the real market under the assumption . at last , we derivat a new model of option pricing whoso profit rate is possion jump process under stochastic interest rate ( 5 . 13 ) , this model not only changes the form of the short - term profit function of the stock price model and avaids the simplization of the profit rate function the unusual flunction sources bring about , but also relaxes the basis assumption of black - scholes option pricing model and makes that the partial differential equation builds the foundation which even approaches the actual market
   4 、将短期收益率函数由确定函数修改为possion跳跃过程后，文[ 15 ]推导出的期权定价偏微分方程(见方程4 . 2 )虽然推广了black - scholes期权定价偏微分方程，但此时依旧假设利率是常数，这与实际生活中的不符，我们研究了一个随机利率下短期收益率函数是possion跳跃过程的期权定价模型(见5 . 13 ) ，该模型既改变了股票价格波动源模型中短期收益率函数的形式，避免了异常波动源带来的收益率函数的简单化。