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Comparison Between TSOPM and Black-Scholes Option Prices Black-Schole TSOPM 57122994 26-38.7 5230.57 0030651 1001214.239.3615.1410,26 621491007 0015.0310.l6 60524966582548-79 638 26.28 65025,41 1751230.58 I939074 5230.742.09 10030.72 10012153710.50151410.26+1.5+23 10015.1710.29 125126.78256965825.48+3. 的7545 572547 0751230852.1930.742.08 0 10030.752.10 0 100121488100015.141026-1.7-2.5 215081020 10015,1110.23 1251265525466.582548-3 255 1230601943074208 15 104315.1410.26+1.1 15 4l1 15.16 1028 1251265525.436.582548 526622548 10066025.43 1230251.5930.74208 16 3065200 3069 1385 89715.1410.26 8.6-126 521487 10o0 1499 10.12 25124.6523.556.582548 S,= 100,R=eo/N-1, a=324, 8=.5. In this table, N=T in all cases puted according to: (TSOPM-BS)/BS, rounded to the nearest one-tenth of on l10
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