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.

youdao

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.

youdao