研究了欧式幂期权的定价问题,根据风险中性估价原理,得到了这些期权的定价公式。
The problem of pricing of the European power options was studied. From the risk-neutral evaluation principle, we have obtained the pricing formulas of these 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.
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).
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