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中文摘要：
从微分方程的角度来诠释了Black—Scholes期权定价公式的由来．利用随机微分方程Feynman-Kac定理，推导出Black—Scholes期权定价公式．结果表明；Black—Scholes微分方程厦其边界条件恰好满足于随机微分方程Feynman—Kae定理中的Cauchy问题，从而存在唯一解．
英文摘要：
Option pricing model is an important content of analysis of the option theory,which is the foundation of finance engineering. From the partial differential equation view,the origin of the Black-Scholes formula is studied ,and the formula is deduced by utilizing the random differential equation Feynman-Kac theory. The result shows that Black-Scholes differential equation and its boundary conditions meet the Cauchy conditions in random differential equation Feyman Kac theory,with just only one root.
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