option pricing model

基本解釋

At the same time, we should do some modification on the stock option pricing model according to the nature of ESO.
但是，在采用期權定價模型進行計量時，又要結合經(jīng)理人股票期權的性質(zhì)做一些修訂。
This paper develops a trinomial option pricing model that incorporates the first four moments of the stock return distribution.
提出了一個將股票收益分布的頭四個動差結合起來的三項式期權定價模型。
Chapter 2 focuses on the BS option pricing model and the concept of implied volatility, which is the basic financial background of the following analysis.
第2章重點介紹了B-S期權定價模型和此模型下的隱含波動率理論，是后續(xù)章節(jié)研究分析存在的金融背景。

This mathematical approach to investing led to the famed Capital Asset Pricing Model by Sharpe, Lintner, and Black, the Option Pricing Model by Black and Scholes, and other important theories.
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