...跃-扩散过程; 欧式看涨期权; 变参数模型 [gap=12977]Keywords: jump process, jump-diffusion process, European call option, time-varying model ...
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...欧式期权；数值解；Black-Scholes模型 [gap=817]Key words: financial mathematics; option pricing; semidiscretization technique; European call option; numerical solution; Black-Scholes model ..
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non-dividend paying European call option 不派息欧式认购期权
vulnerable European call option 有违约风险的欧式看涨期权
European call foreign currency option 欧式看涨外汇期权
European up-and-out call option 欧式上升敲出看涨期权
Considering the pricing problem of European call option.
考虑欧式看涨期权的定价问题。
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 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。
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