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中文摘要：
对于处于仿真模拟交易阶段的沪深300 股指期权,采用具有红利支付的扩展Black -Scholes期权定价模型对其进行定价,使用MATLAB、EVIEWS软件, 应用历史波动率法和GARCH模型计算高频数据序列的波动率,据此计算出欧式看涨期权和看跌期权的价格并与仿真模拟交易数据比较,发现GARCH模型法在期权定价方面更为准确有效.
英文摘要：
The Black - Scholes option pricing model with the expansion of the dividend payments is used to price the simulationtrading stage of Shanghai and Shenzhen 300 index options. Based on MATLAB, EVIEWS software, using the historical volatilitymethod and GARCH model to calculate the volatility of high frequency data sequences, the price of European call option and putoption are calculated and are compared with the simulation transaction data. It is found that the GARCH model is more accurateand effective method in option pricing.
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