期权定价模型的对比及探讨摘要 期权，又被称之为选择权，它是一种重要的金融衍生工具，它作为一个金融的创新工具，在防范、躲避风险和投机中都发挥着及其重要的作用。期权的持有者拥有买或卖的权利，他能够行使自己的权利，也可以不用。通过建立合理有效的期权定价数学模型，能够使投资者合理的利用期权来躲避金融风险中会遇到的问题，因此，金融领域，在理论和应用研究方面期权定价发挥着很重要的作用，在现实的生活中也具有很重要的意义。在这篇文章中，主要对三种常用的期权定价模型是在连续时间情况下的布莱克-斯克尔斯（Black-Scholes）期权定价模型、奥斯坦 -乌伦贝克（Ornstein-Ulhenbeck）期权定价模型以及跳跃—扩散期权定价模型进行了对比和分析。关键词 期权 布莱克-斯克尔斯（Black-Scholes）期权定价模型 奥斯坦-乌伦贝克（Ornstein-Ulhenbeck）过程的期权定价模型 跳跃-扩散过程的期权定价模型The Comparison and discussion of option pricing modelAbstract Option, also known as option, is an important financial derivative instrument. As an innovative financial instrument, it plays a significant role in guarding against, avoiding dangers and speculation. It gives the possessor the interest to buy or sell. He can exercise his own right or not. Through the establishment of a reasonable and effective option pricing mathematical model, investors can reasonably use options to avoid financial risks. Thus, in the field of finance, option pricing has become a significant territory of theoretical and application study, and also has a very important significance in real life. In this paper, we mainly compare and analyze three kinds of common continuous time option pricing models: Black Scholes option pricing model, Ornstein ulhenbeck option pricing model and jump diffusion period option pricing model.Key words Option ,Black-Scholes Option Pricing Model,Ornstein-Ulhenbeck Option Pricing Model,Jump-Diffusion Option Pricing Model目 录引言.............................................
