考虑欧式看涨期权的定价问题。
将高额医疗费用保险视为一种特殊的欧式看涨期权，给出了期权的定价。
Making use of Martingale method and Girsanov theorem, pricing major medical expense insurance option.
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。
Using martingale methods, general pricing formula of European contingent claims is derived and European option and put-call parity is analyzed.
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.
其中，变界障碍时刻的欧式上升敲出看涨期权的定价公式具有较好的实用性。
The pricing formula of European up-and-out call option with varied barriers is practicable.
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.
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.
特别地，在考虑交易费的情况下我们得到了欧式下降敲入看涨期权的最小值，即期权的实际价值。
In particular, the minimal price of the European down-and-in call option under transaction costs is obtained, which can be used as the actual price of an option.
再者，我们以欧式下降敲出看涨和下降敲入看涨期权为例，讨论了标度和长期依赖性对障碍期权定价的影响程度及特征。
Furthermore, with European down-and-out and down-and-in call options as an example, we discussed the impact and characteristics of the scale and long-time dependence on the barrier options.
再者，我们以欧式下降敲出看涨和下降敲入看涨期权为例，讨论了标度和长期依赖性对障碍期权定价的影响程度及特征。
Furthermore, with European down-and-out and down-and-in call options as an example, we discussed the impact and characteristics of the scale and long-time dependence on the barrier options.
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