由于欧式股票期权定价的关键因素是最终股票价格分布。
This article research mentality is the European option price key aspect is the final stock price distribution.
将对数正态扩散过程表达的随机过程转化为风险中性，并在此条件下用鞅定价方法推导出与股票相关联的欧式汇率买入期权的价格公式。
By applying the martingale pricing method in a world in which the logarithmic normal diffuse processes are expressed risk-neutral, we get European exchange rate call option related with the stock.
在等价鞅测度框架下，讨论了(在到期时刻)期权处于实值状态时支付函数为幂型的股票欧式期权定价公式。
Via the framework of equivalent martingale measures, we derive the pricing formulas of European options with power payoffs (if the option is in the money, at the time of maturity).
本文讨论了股票价格服从指数O-U过程的幂型支付的双标的欧式混合期权的定价问题。
The pricing problem which bivariate European mixed options of the power payoffs on stocks driven by exponential O-U process is discussed in this paper.
研究了股票支付红利的跳扩散过程的欧式期权定价模型。
Considering dividend, we establish the option-pricing model with jump-diffusion process.
在等价鞅测度框架下，讨论了在期权到期时刻具有连续红利支付的幂型股票欧式期权的定价公式。
Under the framework of equivalent martingale measures, we discuss the pricing formulas of power payoffs European options with continuous dividend at the time of maturity of the options.
在等价鞅测度框架下，讨论了在期权到期时刻具有连续红利支付的幂型股票欧式期权的定价公式。
Under the framework of equivalent martingale measures, we discuss the pricing formulas of power payoffs European options with continuous dividend at the time of maturity of the options.
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