test
关于这样的简单欧式期权的定价,有经典的Black - Scholes [1] 公式:
\begin{align*} \text{Call}(S, K, r, \tau, \sigma) & = \ S \text{N}(d_1) - K\text{e}^{-r\tau}\text{N}(d_2), \\[5pt] d_1 & = \frac{\text{ln}(S/K) + (r + \frac{1}{2}\sigma^2)\tau}{\sigma \sqrt{\tau}}, \\[5pt] d_2 & = d_1 - \sigma \sqrt{\tau}. \\[5pt] \end{align*}