Black-Scholes期权定价模型自提出以来受到了广泛应用,但由于其假设的理想化,模型往往存在很多缺陷。很多金融学者曾对其进行过优化,使得模型与真实市场有更高拟合度,本文将在单方面对交易成本与支付红利基础上进行再优化,使得优化后的模型相较于任一单方面优化都更加匹配。 Black-Scholes option pricing model has been widely used since it was proposed, but due to the idealization of its assumptions, the model often has many shortcomings. Many financial scholars have optimized it so that the model has a better fit with the real market. This article will re-optimize the transaction cost and pay dividend on the one hand, Aspects of optimization are more matching.