S 0

亚式离散障碍期权

欧式离散障碍期权

m = 1

m = 2

m = 3

m = 1

m = 2

m = 3

55

20.0781

19.2959

18.5355

21.8135

21.3125

21.0284

60

25.0259

24.4659

23.9716

26.5549

26.2211

26.0344

65

29.9648

29.4727

29.1185

31.3868

31.1660

31.0405

70

34.8953

34.4086

34.1209

36.2762

36.1302

36.0434

75

39.8207

39.3155

39.0545

41.2025

41.1054

41.0439

80

44.7432

44.2107

43.9558

46.1528

46.0878

46.0432

85

49.6643

49.1011

48.8418

51.1187

51.0749

51.0419

90

54.5846

53.9894

53.7206

56.0952

56.0653

56.0406