欧式期权定价的二项式模型——价格树法

股票价格的计算

期数012345 028.0033.6040.3248.3858.0669.67 125.2030.2436.2943.5552.25 222.6827.2232.6639.19 320.4124.4929.39 418.3722.04 516.53

期权价格的计算

期数012345

0 6.04 2.930.760.000.000.00 17.64 4.04 1.140.000.00 29.48 5.53 1.730.00 311.517.47 2.61 413.599.96 515.47