请教啊 求回复

in this case, the price of the derivative should be the function of  S(0),r,q,t...

C(S(0),r,q,t, other parameters)

you set C(...)=C(0) which is given, and you get q, the dividend rate.

For forward its price is F=S(0)exp((r-q)t). For option, you have Black-Scholes.

It's done.

用BS公式不可以吗？我想说到哪找分红的数据呢？计算隐含波动率的时候，分红怎么处理？

后来发现可以用这个微分方程求解。f'|t+0.5sigma^2*S^2*f''|s+(f'|s)(r-q)^S=rf

In this case, f is also a function if q. It is the same as getting the pricing formula and find out q.