期权定价的方法有许多种,其中以二叉树图法最为直观与简单,它是标的资产价格连续时间模型的一种离散形式.从Kamiad B.开始又出现了许多对三叉树定价的研究,基于标的资产价格出现的不同可能性,本文对四叉树图进行了简单分析,并以一种特殊情况的四叉树为例证明了四叉树的期权定价并不是对所有的情况都成立.
There are many methods for option pricing,among which the most intuitive and convenient one is binomial tree model,a discrete form of continuous time model.From Kamiad B on,there are many researches about triple method.Because of many different possibilities of the option price,in this passage,quadtree was set as an example to prove that multi-branches tree is not suitable to every situation.