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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Black's approximation ： ウィキペディア英語版 Black's approximation In finance, Black's approximation is an approximate method for computing the value of an American call option on a stock paying a single dividend. It was described by Fischer Black in 1975.〔F. Black: Fact and fantasy in the use of options, FAJ, July–August 1975, pp.36〕 ==Background== The Black–Scholes formula provides an explicit equation for the value of a call option on a non-dividend paying stock. In case the stock pays one or more discrete dividend(s) no closed formula is known, but several approximations can be used, or else the Black–Scholes PDE will have to be solved numerically. One such approximation is described here. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Black's approximation」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.