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。
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