价值工程
價值工程
개치공정
VALUE ENGINEERING
2014年
1期
14-16
,共3页
量子概率%量子三叉树%量子B-S模型%量子期权敏感性
量子概率%量子三扠樹%量子B-S模型%量子期權敏感性
양자개솔%양자삼차수%양자B-S모형%양자기권민감성
quantum probability%quantum trigeminal tree%quantum B-S model%quantum option sensitivity
将量子概率引入到期权定价是最近几年一个新的研究趋势，也称为量子金融。为了期权定价更方便，文章建立了量子三叉树模型，同时利用量子概率建立了连续量子Black-Scholes(B-S)模型。实例应用和Matlab期权敏感性分析都验证了量子B-S优于经典B-S，从而为连续期权定价提供量子决策的途径。
將量子概率引入到期權定價是最近幾年一箇新的研究趨勢，也稱為量子金融。為瞭期權定價更方便，文章建立瞭量子三扠樹模型，同時利用量子概率建立瞭連續量子Black-Scholes(B-S)模型。實例應用和Matlab期權敏感性分析都驗證瞭量子B-S優于經典B-S，從而為連續期權定價提供量子決策的途徑。
장양자개솔인입도기권정개시최근궤년일개신적연구추세，야칭위양자금융。위료기권정개경방편，문장건립료양자삼차수모형，동시이용양자개솔건립료련속양자Black-Scholes(B-S)모형。실례응용화Matlab기권민감성분석도험증료양자B-S우우경전B-S，종이위련속기권정개제공양자결책적도경。
Application of quantum probability in option pricing is a new trend in resent years,which also called"quantum finance". In order to make option pricing more convenient, quantum trigeminal tree and continuous quantum Black-Scholes (B-S) were established. Application example and analysis of option sensitivity show that quantum B-S is powerful than the classical, which could provide more beautiful results on option pricing.
