看跌期权承销者已经同时将该基础证券卖空，或者在现金账户存入相当于期权执行价的现金或现金等价物。
A put option position in which the option writer also is short the corresponding stock or has deposited, in a cash account, cash or cash equivalents equal to the exercise of the option.
在期权定价的鞅方法中最重要是找到等价鞅测度，使得贴现的股票价格过程是鞅。
In the option pricing with martingale way, the most important aspect is finding the equivalent martingale measure to make the discounted stock price process become martingale.
本文在一个合适的等价鞅测度下，给出了带有事件风险的永久美式期权的定价及其最优停时。
Then, for a given equivalent martingale measure, the optimal stopping problem of the permanent American option is solved.
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。
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，讨论了在期权到期时刻具有连续红利支付的幂型股票欧式期权的定价公式。
Under the framework of equivalent martingale measures, we discuss the pricing formulas of power payoffs European options with continuous dividend at the time of maturity of the options.
在等价鞅测度框架下，讨论了在期权到期时刻具有连续红利支付的幂型股票欧式期权的定价公式。
Under the framework of equivalent martingale measures, we discuss the pricing formulas of power payoffs European options with continuous dividend at the time of maturity of the options.
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