| 支付连续红利的股票期权定价模型研究 |
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| 引用本文： | 毛春梅,董文杰.支付连续红利的股票期权定价模型研究[J].大众科技,2014(11):247-249. |
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| 作者姓名： | 毛春梅 董文杰 |
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| 作者单位： | 新疆财经大学应用数学学院,新疆 乌鲁木齐,830013 |
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| 摘 要： | 文章首先给出了Black-Scholes-Merton公式的推倒过程，并且在B-S-M公式基础上结合实际，得到支付连续红利的股票期权定价模型。在文章最后以中石油股票期权定价为例，对得到的支付连续红利的股票期权定价模型进行验证。
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| 关 键 词： | 股票期权 支付连续红利 B-S-M公式 期权定价 |
Continuous dividend stock option pricing model |
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| Abstract: | This paper first gives the tear down process of Black-Scholes-Merton formula, and combined with the actual on the basis of B-S-M formula. it gets the stock option pricing model which pay the continuous dividend .It gets continuous dividend stock option pricing model validated in order to petrochina stock option pricing as an example at the end of the article. |
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| Keywords: | Stock option pay the continuous dividend B-S-M formula option pricing |
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