执行价110.000t=1110.000
90.000
#期数10.000t=299.000
81.000
利率0.045
t=3
89.10072.900
133.100
121.000
108.900
t=0
31.216
t=1
t=2
44.730
24.265
10.271
欧式
t=3
53.047
29.857
13.2773.890
37.482
19.587
u值1.100d值0.900exp r1.046exp-r0.956
股价
t=4
98.010
80.190
65.610
t=5
88.209
72.171
59.049
t=6
177.156
144.946
118.592
97.030
79.388
64.954
53.144
t=787.327
71.449
58.459
47.830
194.872
161.051
146.410
131.769
119.790
107.811
106.733
130.451159.440
欧式看涨期权
t=4
62.519
36.468
17.060
5.307
0.721
t=5
73.231
44.199
21.771
7.221
1.033
0.000
t=6
85.276
53.132
27.569
9.798
1.479
0.000
0.000
t=798.763
63.332
34.59813.254
2.119
0.000
0.000
0.000
q0.730t=8214.359
175.385
143.496
117.406
96.060
78.594
64.304
52.613
43.047
1-q0.270
t=9235.795
192.923
157.846
129.147
105.666
86.454
70.735
57.874
47.351
38.742
t=10259.374212.215
173.631142.061116.23295.09977.80863.66152.08742.616
34.868
t=8
74.852
42.964
17.866
3.036
0.000
0.000
0.000
0.000
t=987.763
52.686
23.987
4.350
0.000
0.000
0.000
0.000
0.000
t=1063.63132.0616.2320.0000.0000.0000.0000.0000.000权
130.635
113.826
102.215149.374
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