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 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。
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。
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。
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。
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。
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。
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 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。
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。
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 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。
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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