It also helps to mark out the pricing formulas of call option in terms of zero - coupon bond and interest - rate caps.
在该测度基础上，构造鞅过程可以对一些固定收益衍生品定价，进一步给出零息债券的欧式期权、利率上限期权的定价公式。
Some new option pricing formulas are derived on condition that the model is jump-diffusion, the stock pays dividends and the stochastic interest rate are continuous or discontinuous.
分别在股票支付红利、跳-扩散模型，在连续随机利率、跳-扩散模型，和在不连续随机利率、跳-扩散模型的假设下，推导出了各自新的期权定价公式。
Some new option pricing formulas are derived on condition that the model is jump-diffusion, the stock pays dividends and the stochastic interest rate are continuous or discontinuous.
分别在股票支付红利、跳-扩散模型，在连续随机利率、跳-扩散模型，和在不连续随机利率、跳-扩散模型的假设下，推导出了各自新的期权定价公式。
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