此处运用动态规划方法推出期权定价公式。
This part derives the option pricing formula by using the dynamic programming method.
随着计算机、先进通讯技术的应用，复杂期权定价公式的运用成为可能。
The application of computers and advanced communication technology makes it possible to use complicated option pricing formulas.
该公式是标准跳扩散模型下的欧式期权及欧式交换期权定价公式的推广。
These pricing formulas generalize the corresponding European option and European exchange option pricing on jump-diffusions.
应用推荐