The pricing of the American option is one of the most important questions in financial statistics.

美式期权的定价问题是当前金融统计学面临的重要研究课题之一。

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Option pricing theory is the main footstone for financial engineering.

期权定价理论是金融工程的主要理论基石。

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The main purpose of this article is to solve European option pricing and hedging in a jump-diffusion model in financial mathematics.

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。

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The idea that significant arbitrage opportunities are unlikely to exist (and certainly do not persist) is precisely the mechanism behind the Black-Scholes option-pricing model that Mr. Derman admires as a financial model behaving pretty well.

WSJ: Book Review: Models Behaving Badly