We will give the proof of the complete hedging of the European option.
并证明欧式期权的完全套期保值性。
Using insurance actuary pricing, we gain the European option pricing model.
使用保险精算法，给出了欧式期权的定价公式。
This article research mentality is the European option price key aspect is the final stock price distribution.
由于欧式股票期权定价的关键因素是最终股票价格分布。
In this paper, we derive the pricing formulas for European option and exotic options by using Martingale method.
本文利用鞅方法重新推导出了欧式期权和一些奇异期权的定价公式。
These pricing formulas generalize the corresponding European option and European exchange option pricing on jump-diffusions.
该公式是标准跳扩散模型下的欧式期权及欧式交换期权定价公式的推广。
In the particular financial market, the pricing formula of European option and application in value of project are considered.
结合具体金融市场，给出欧式期权的定价公式，并将其应用到项目价值的评估。
The main purpose of this article is to solve European option pricing and hedging in a jump-diffusion model in financial mathematics.
本文的主要目的是解决金融数学中标的资产带跳的欧式期权的定价问题和套期保值。
European option: the right to buy a given quantity of a good or security at a specific time and at a specific price (the strike price).
欧洲选项：有权购买某一特定数量的一个良好的安全或在某一特定时间和在某一特定价格(履约价格)。
There have been European option pricing formulas in complete market. However, option pricing with transaction cost has not been solved.
完全市场条件下的欧式期权定价已有受欢迎的B - S定价公式，有交易成本的不完全市场期权定价还没有解决。
Using martingale methods, general pricing formula of European contingent claims is derived and European option and put-call parity is analyzed.
利用鞅方法得到了欧式未定权益定价的一般公式，欧式看涨期权和看跌期权定价及平价关系。
This paper applies a binominal lattices approach to the valuation of venture investment decision, a compounded option of a European option and an American option.
利用二叉树方法，通过对一个欧式期权与一个美式期权构成的复合期权进行定价，完成对风险投资问题的估价。
In the particular financial market, the pricing formula and hedging strategy of European option and bounds of the price on American call option are also considered.
在具体金融市场，给出欧式期权的定价公式和套期保值策略，以及美式看涨期权价格的界。
At the same time, we discuss the theory application of the model and give the pricing formula of coupon treasuries and European option pricing formula on coupon treasuries.
同时，探讨了模型的理论应用，给出了息票国债与基于息票国债的欧式期权定价公式。
Via the framework of equivalent martingale measures, we derive the pricing formulas of European options with power payoffs (if the option is in the money, at the time of maturity).
在等价鞅测度框架下，讨论了(在到期时刻)期权处于实值状态时支付函数为幂型的股票欧式期权定价公式。
In Israel, job hunters have the option of including a headshot with their resumes, whereas that is customary in many European countries but taboo in the United States, Ruffle said.
在以色列，求职者可以选择是否将照片贴到简历上，然而在很多欧洲国家这已经是惯例了，但是在美国这仍然是禁忌，莱夫说。
But that option is steadfastly opposed by the European Central bank, which fears it might rock a euro-area banking system that is still far from healthy.
但此选项被欧洲央行坚决反对，其担心这会动摇现今任脆弱的欧元区银行体系。
Some European users bugged me into adding an option to limit the number of messages retrieved per session (so they can control costs from their expensive phone networks).
一些欧洲用户请求我加入了一个选项，来限制每次连接可下载的邮件数目(这样他们可以节流昂贵的电话上网费)。
“Debt restructuring in euro-area member states is not an option, ” European Union spokesman Amadeu Altafaj said this week.
“欧元区成员国债务重组不是一个选择”，欧盟发言人Amadeu Altafaj本周如是说。
European Foreign Ministers have called for diplomacy rather than a military option to prod Iran to abandon its nuclear activities, despite lack of progress in talks with Iranian officials in Geneva.
尽管欧盟与伊朗官员在日内瓦的会谈没有取得进展，但欧洲各国外长仍呼吁通过外交途径，而不是军事手段推动伊朗放弃核活动。
The official line, admittedly, remains that restructuring is not an option; and the European Central Bank still has its head firmly in the sand.
不可否认，官方论调依旧是债务重组不是可选之策；欧洲央行还在一味逃避现实。
By applying the martingale pricing method in a world in which the logarithmic normal diffuse processes are expressed risk-neutral, we get European exchange rate call option related with the stock.
将对数正态扩散过程表达的随机过程转化为风险中性，并在此条件下用鞅定价方法推导出与股票相关联的欧式汇率买入期权的价格公式。
The European B-S model of option pricing is extended.
对欧式期权定价的B-S模型进行了推广。
In particular, the minimal price of the European down-and-in call option under transaction costs is obtained, which can be used as the actual price of an option.
特别地，在考虑交易费的情况下我们得到了欧式下降敲入看涨期权的最小值，即期权的实际价值。
Considering the pricing problem of European call option.
考虑欧式看涨期权的定价问题。
Under the hypothesis of continuous dividend, if the continuous dividend rate isp, and regular payment dividend, we get European call and put option pricing formula and their parity.
在假定支付连续的红利率和定期支付的条件下，得到了两种情况下欧式看涨期权与看跌期权的定价公式及其它们之间的平价公式。
The pricing formula of European up-and-out call option with varied barriers is practicable.
其中，变界障碍时刻的欧式上升敲出看涨期权的定价公式具有较好的实用性。
The pricing formula of European up-and-out call option with varied barriers is practicable.
其中，变界障碍时刻的欧式上升敲出看涨期权的定价公式具有较好的实用性。
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