a 2=b 2 +c 2 P1 ·V 1 P 2 ·V 2 = T1 T2
x=
−b±√ b2 −4ac 2a
i=∞
∑ N i= −1 12 i=1
P ( S ,t )=Ke−r (T −t )−S +C (S , t)= N (−d 2) Ke−r (T −t )−N (−d 1) S ç ln ( d 1=
2 s )+( r− σ )(T −t) K 2 σ √T −t
a 2=b 2 +c 2 P1 ·V 1 P 2 ·V 2 = T1 T2
x=
−b±√ b2 −4ac 2a
i=∞
∑ N i= −1 12 i=1
P ( S ,t )=Ke−r (T −t )−S +C (S , t)= N (−d 2) Ke−r (T −t )−N (−d 1) S ç ln ( d 1=
2 s )+( r− σ )(T −t) K 2 σ √T −t