Numerical Simulation of the Stock Option Pricing

摘要：

Incentive Stock Option enterprises in developed countries has become the most effective means of encouragement, With the social development, Chinas domestic enterprises will be implemented gradually equity incentive system, Although only a small part of the company at this stage the implementation of the system, and from stock options trading there is still a long way. In the end of the stock options transactions will be inevitable, so development of its price and the factors affecting the price is the top priority. BLACK and SCHOLES designed calculation of the BS model price of stock options for us, The use of implicit model calculated difference in the numerical calculation has been proven to be an efficient and accurate solution.

关键词： stock options implicit difference method

作者: Jiaying Pan Lian Xue Zheming Huang Quanyu Lin

作者单位: School of Computer and Computing Science Zhejiang University City College Hangzhou, 310015, P.R.China

会议类型: 国际会议

会议名称: The 2010 International Conference on Computer Application and System Modeling(2010计算机应用与系统建模国际会议 ICCASM 2010)

会议地点: 太原

会议语种:英文

页码: 195-197

在线出版日期: 2010-10-22（万方平台首次上网日期，不代表论文的发表时间）