study on option pricing model－ Black-Scholes partial differential equation
碩士 === 中原大學 === 數學研究所 === 90 === Abstract In 1973, Fisher. Black and Myron. Scholes [3] solved the Options valued formula with the Heart Exchange Equations. Theoretical professionals in financial field were affected deeply by the formula. And many new researches have been based by it, like Bens...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/99639852671268251033 |