利用概率论的理论，推导出了某一假定证券市场中有限周期买入期权的三项式期权定价公式。
Through the theory of probability, we show the formula of the trinomial option pricing model for finite periods in a stock market.
提出了一类新的具有高度规则性的部分并行三项式有限域乘法器架构。
A new high regular structure of partial parallel multiplier for irreducible trinomial generated finite field is proposed.
进一步讨论了基于GF（3）上本原三项式和四项式的自缩序列的周期和线性复杂度。
Moreover, the period and linear complexity of the generated sequence based on primitive trinomials and quarternomials of degree nover GF(3) are discussed.
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