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。
In this paper, we derive the pricing formulas for European option and exotic options by using Martingale method.
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。
Using martingale methods, general pricing formula of European contingent claims is derived and European option and put-call parity is analyzed.
利用倒向随机微分方程和鞅方法，讨论国外股票欧式未定权益的一般定价问题，获得了一般定价公式。
The pricing formula of European foreign stock contingent claim are obtained by backward stochastic different equation and martingale method.
利用测度变换和鞅方法，得到了其解析形式的定价公式。
Using the measure transformation and martingale method, the price of the analytic form is obtained.
针对所给出的有交易费的资产模型，引入了资产折算函数，并利用辅助鞅和凸函数对偶方法，讨论了该模型下折算资产优化的性质。
In this paper, constructs the asset conversion function for given asset model with the transaction costs and discusses some properties of asset conversion by using Martingale and dual approaches.
利用倒向随机微分方程和鞅方法，直接得到欧式期货未定权益的一般定价公式以及套期保值策略。
The pricing formula and hedging strategy of European Future contingent claim are obtained by back ward stochastic different equation and martingale method.
利用期权定价的鞅方法，得到了离散时间最大值期权和虹式期权的定价公式。
Then, The pricing formulas of the option on a discrete maximum and Rainbow option are obtained with the help of the martingale approaches.
并利用鞅的方法讨论了这类风险模型的破产问题。
Then we will use martingale approach to discuss the ruin problem of these two types of risk models.
并利用鞅的方法讨论了这类风险模型的破产问题。
Then we will use martingale approach to discuss the ruin problem of these two types of risk models.
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