In the option trading market, dividends and transaction costs can't be avoided. Considering them in continuous-time market makes sense to develop option pricing theory and guide financial practice.
在期权交易的实际操作中,红利和交易费用是不可避免的,因此在时间连续的市场模型中考虑红利和交易费,对丰富期权定价理论及指导金融实践的都有着重要的意义。
In the option trading market, dividends and transaction costs can't be avoided. Considering them in continuous-time market makes sense to develop option pricing theory and guide financial practice.
在期权交易的实际操作中,红利和交易费用是不可避免的,因此在时间连续的市场模型中考虑红利和交易费,对丰富期权定价理论及指导金融实践的都有着重要的意义。
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