Pricing formulas and stratagems of hedging and preserving value foe European contingent claims are discussed with no risk neutral valuation.
在非风险中性定价意义下，研究了欧式未定权益的定价和套期保值策略。
Using martingale methods, general pricing formula of European contingent claims is derived and European option and put-call parity is analyzed.
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。
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