并证明欧式期权的完全套期保值性。
We will give the proof of the complete hedging of the European option.
对欧式期权定价的B-S模型进行了推广。
使用保险精算法，给出了欧式期权的定价公式。
Using insurance actuary pricing, we gain the European option pricing model.
相对于欧式期权，美式期权是可以提前执行的。
Unlike the European options, the American options can be exercised early.
研究了股票支付红利的跳扩散过程的欧式期权定价模型。
Considering dividend, we establish the option-pricing model with jump-diffusion process.
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.
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。
These pricing formulas generalize the corresponding European option and European exchange option pricing on jump-diffusions.
在此假设下，推导出了欧式期权的定价公式，为实践者提供一个参考价格。
Under this hypothesis, the option pricing formula is deduced. So a reference price is offered in practice.
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。
In the particular financial market, the pricing formula of European option and application in value of project are considered.
这笔交易之所以看起来很高明，是因为这种所谓欧式期权只能在到期日才能行使。
The trade looks shrewd because these so-called European put options can only be exercised at maturity.
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。
The main purpose of this article is to solve European option pricing and hedging in a jump-diffusion model in financial mathematics.
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。
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.
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。
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).
国际金融衍生市场除了人们熟知的欧式期权和美式期权之外，还涌现出了大量由标准期权衍生出的新型期权。
Recently, in addition to known European options and American options, there appear many new varieties which are evolved from vanilla options in international financial market.
利用二叉树方法，通过对一个欧式期权与一个美式期权构成的复合期权进行定价，完成对风险投资问题的估价。
This paper applies a binominal lattices approach to the valuation of venture investment decision, a compounded option of a European option and an American option.
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。
There have been European option pricing formulas in complete market. However, option pricing with transaction cost has not been solved.
在该测度基础上，构造鞅过程可以对一些固定收益衍生品定价，进一步给出零息债券的欧式期权、利率上限期权的定价公式。
It also helps to mark out the pricing formulas of call option in terms of zero - coupon bond and interest - rate caps.
本论文在第一章中首先介绍了期权、看涨期权、看跌期权、美式期权和欧式期权的概念，然后在此基础上引入了障碍期权的概念。
In the first chapter, the paper first introduced the definition of option, call option, American option, Europe option and then introduce the definition of barrier option.
近年来，国际金融衍生市场除了人们熟知的欧式期权和美式期权之外，还涌现出了大量由标准期权变化、组合、派生出的新品种。
Recently, in addition to known European options and American options, there appear many new variety which are changed, composed, derived by vanilla options in international financial market.
考虑欧式看涨期权的定价问题。
本文考虑国内外债券利率均为随机条件下的欧式外币期权定价。
We consider the pricing model for European foreign currency options where the domestic and foreign bond rates are assumed to be stochastic.
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。
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.
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.
在收益法价值评估的基础上，根据欧式B - S期权定价公式，给出房地产实物期权定价近似公式。
According to B-S European options, the approximate formula of real estate options can be deduced based on the NPV method in the paper.
本文讨论了股票价格服从指数O-U过程的幂型支付的双标的欧式混合期权的定价问题。
The pricing problem which bivariate European mixed options of the power payoffs on stocks driven by exponential O-U process is discussed in this paper.
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。
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。
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.
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