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。
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。
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。
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。
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。
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