翻译下面为英文, 避免抄袭 通过本次project, 我们讲回顾和分析black-Scholes模型, 并将其应用到现实的金融数据中. 在项目过程中,我们用put-call parity来检验我们基于BS编写的不同期权估值函数是否正确, 另外还用不同的方法交叉验证由BS得出来的期权价格是否等价. 同时, 我们将对函数的参数改变, 是否影响期权价格的收敛速度进行探讨.

Through this project, we aim to review and analyze the Black-Scholes model and apply it to real financial data. During the project, we will use the put-call parity to verify whether our different option valuation functions based on BS are correct, and also cross-validate the option prices obtained by BS using different methods.

At the same time, we will explore whether changing the parameters of the function affects the convergence speed of option prices.