布莱克-斯科尔斯模型的中文解释
广泛用于计算欧式期权价值的定价模型,由费雪·布莱克(Fischer Black)和梅隆·斯科尔斯(Myron Scholes)于1973年所创。该模型可算出看涨期权(call option)在到期前任何时点的价值。欧式期权是只能在到期日行使的期权。
Black & Scholes Model的英文解释
A widely used option pricing
formula for European style options, which have a fixed expiry time, created by Fischer Black and Myron Scholes in 1973. It allows assessment of the value of a call option at any particular time up to expiry.