For simplicity , the analysis of the valuation of real options and the comparison of the npv and real options mentioned above are supposed to be carried out in terms of the simple financial pricing method - - - - - - the black - scholes method 其中,第二章是從金融期權(quán)定價(jià)的離散分析和推導(dǎo)入手,再探討實(shí)物期權(quán)的離散定價(jià);第三章則分別介紹和討論金融期權(quán)的連續(xù)定價(jià)以及實(shí)物期權(quán)的連續(xù)定價(jià)。
The theory of time scales was introduced by stefan hilger in his phd thesis ( [ 1 ] ) in 1988 ( supervised by bernd aulbach ) , it has been created in order to unify continuous and discrete analysis . hilger found many results concerning differential equations had carried over quite easily to corresponding results for difference equations . then he defined the dynamic equation on time scales , i . e . the domain of the unknown function of the dynamic equations is a time scale 時(shí)間模( timescales )最早是由德國(guó)w rzburg大學(xué)的hilgerstefan在1988年提出的,當(dāng)時(shí)他在導(dǎo)師berndaulbach的指導(dǎo)下完成博士論文( [ 1 ] ) ,其主要思想就是把連續(xù)分析與離散分析統(tǒng)一起來(lái),他發(fā)現(xiàn)人們對(duì)微分方程研究后往往又對(duì)相應(yīng)的差分方程進(jìn)行研究,而一般情況下兩者又可得到相平行的結(jié)論,于是定義了時(shí)間模上的動(dòng)力學(xué)方程,即方程的未知函數(shù)的定義域是一個(gè)時(shí)間模。