Then, The pricing formulas of the option on a discrete maximum and Rainbow option are obtained with the help of the martingale approaches.
利用期权定价的鞅方法，得到了离散时间最大值期权和虹式期权的定价公式。
Then, The pricing formulas of the option on a discrete maximum and Rainbow option are obtained with the help of the martingale approaches.
利用期权定价的鞅方法，得到了离散时间最大值期权和虹式期权的定价公式。
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