聂彩仁, 何树红. 一类广义的Black-Scholes模型的数值解[J]. 云南大学学报(自然科学版), 2002, 24(4): 241-244.
引用本文: 聂彩仁, 何树红. 一类广义的Black-Scholes模型的数值解[J]. 云南大学学报(自然科学版), 2002, 24(4): 241-244.
NIE Cai-ren, HE Shu-hong. The numerical solution for a generalized black-scholes model[J]. Journal of Yunnan University: Natural Sciences Edition, 2002, 24(4): 241-244.
Citation: NIE Cai-ren, HE Shu-hong. The numerical solution for a generalized black-scholes model[J]. Journal of Yunnan University: Natural Sciences Edition, 2002, 24(4): 241-244.

一类广义的Black-Scholes模型的数值解

The numerical solution for a generalized black-scholes model

  • 摘要: 用有限差分法研究一类带有参数α的广义Black -Scholes模型的数值解,并将其应用于实例中,得到了满意的数值结果.

     

    Abstract: The finite difference methods were used to study the numerical solution of a generalized Black-Scholes model wits parameter α.An example was given to explain the validity of this way.

     

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