分布示例 63.482 份欧式股票看跌 10.066231 期权 56.55916 0.130555 50.39127 50.38856 0.257353 0.257298 44.896 44.89358 0.5073 0.380394 40 39.99785 39.99569 0.499893 0.37484 35.636 35.63408 0.4927 0.369446 1.1224 31.74811 31.7464 0.242753 0.242702 d=0.8909 28.28439 0.119605 p=0.5073 25.19857 0.0589297 分布示例 63.482 0.066231 56.55916 0.130555 50.39127 50.38856 0.257353 0.257298 44.896 44.89358 0.5073 0.380394 40 39.99785 39.99569 0.499893 0.37484 35.636 35.63408 0.4927 0.369446 31.74811 31.7464 0.242753 0.242702 28.28439 0.119605 25.19857 0.058929 一份欧式股票看跌 期权： S=40,T-t=4m, r=0.1 =0.4，k＝40 取t=1month 计算得到 u=1.1224 d=0.8909 p=0.5073