Using the measure transformation and martingale method, the price of the analytic form is obtained.
利用测度变换和鞅方法，得到了其解析形式的定价公式。
At present, the main way to solve this problem is dynamic programming method and martingale method.
目前解决这一问题的主要方法是动态规划和鞅方法。
Making use of Martingale method and Girsanov theorem, pricing major medical expense insurance option.
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。
Exponential bounds for ruin probabilities of an infinite time horizon are derived by martingale method.
通过构造鞅的方法我们得到了无限时间下的破产概率的指数型上界。
In this paper, we derive the pricing formulas for European option and exotic options by using Martingale method.
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。
The pricing formula of European foreign stock contingent claim are obtained by backward stochastic different equation and martingale method.
利用倒向随机微分方程和鞅方法，讨论国外股票欧式未定权益的一般定价问题，获得了一般定价公式。
The pricing formula and hedging strategy of European Future contingent claim are obtained by back ward stochastic different equation and martingale method.
利用倒向随机微分方程和鞅方法，直接得到欧式期货未定权益的一般定价公式以及套期保值策略。
By recursive method and Martingale method, we derive the integral equation for the survival probability and obtain the exponential inequality for the ruin probability.
本章主要通过递推方法和鞅方法得出生存概率所满足的积分方程以及破产概率上界。
By using the method of Martingale, we get the inequality for the ultimately ruin probability.
应用鞅论的方法，得出破产概率的一个不等式。
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.
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.
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。
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