Karatzas introduced the pricing method of finantial barrier option on Black-Scholes model when the bonus rate is zero. We consider the investing tragity from this point and it demands that the bonus rate is not zero.
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- Karatzas基于Black-Scholes定价模型基础介绍了红利等于零情况下对金融障碍期权的定价方法,我们以此作为出发点考虑项目投资策略的情况,而在障碍实物期权的模型中有对红利不等于零的要求。