欧式期权价值计算 63.482 56.55916 Nmax X-S:0 10 9127 50.38856 28 e(pc+(1-p)c1,) 44.896 44.89358 0.964346 10.002104 i< N 40 39.99785 39.99569 972589 0.004307 Co为期权价值 35.636 35.63408 4.702181 4.034967 7.592522 8.253597 28.28439 25.19857 14.801438 欧式期权价值计算 63.482 0 56.55916 0 50.39127 50.38856 0.001028 0 44.896 44.89358 0.964346 0.002104 40 39.99785 39.99569 2.78 1.972589 0.004307 35.636 35.63408 4.702181 4.034967 31.74811 31.7464 7.592522 8.253597 28.28439 11.38445 25.19857 14.80143 为期权 价值 ( (1 ) ) max{ ,0} 0 0 1, 1 1, c i N c e pc p c c X S i j i j r t i j Nj Tj  = + − = − + + + − 