Analytic Method of the Option Price Behaviors Based on the Structure Model
Peng Xu-ning · Zhongguo guanli kexue · 2008
Based on the DF structure model for option pricing,by using the partial distribution,and combining with the analytic methods of the extreme price and balanced price,focus price,this paper gives the method of option pricing on extreme price and balanced price,focus price.By the results calculated from the price behavior properties such as the options on extreme price,balanced price and focus price,we could know in advance the maximas price,balanced price and focus price of call or put options,and the status of option mavket.