另一种计算方法 63.482 0.066231 56.55916 欧式看跌期权 0.130555 50.39127 050.38856 0.257353 0.257298 44.896 44.89358 0.5073 0.380394 40 39.99785 039.99569 0.499893 0.37484 35.6360.00215435.634080.004307 0.4927 0.369446 4.36431.748114.36591931.7464 0.242753 0.242702 8.25188828.284398.253597 0.119605 7156125.19857 0.058929 14.80143 2.1322991.9711222.9397912.78269211 另一种计算方法 63.482 0.066231 56.55916 0 0.130555 50.39127 0 50.38856 0.257353 0.257298 44.896 44.89358 0 0.5073 0.380394 40 39.99785 0 39.99569 0.499893 0.37484 35.636 0.002154 35.63408 0.004307 0.4927 0.369446 4.364 31.74811 4.365919 31.7464 0.242753 0.242702 8.251888 28.28439 8.253597 0.119605 11.71561 25.19857 0.058929 14.80143 2.132299 1.971122 2.939791 2.782692 欧式看跌期权 p=2.782692 美式期权 p=2.939791