基於 Black scholes 定價模型簡單實做,幾個實做須注意的地方
- 無風險利率為美國十年期國債利率
- 現金殖利率與無風險利率相等
- 未實做 Gamma, Rho
參考資料:
BS 選擇權基礎實做
License: MIT License
基於 Black scholes 定價模型簡單實做,幾個實做須注意的地方
參考資料:
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