martingale method for option pricing 期权定价的鞅方法
By employing the martingale pricing method, we valuate and analyze the more complex default coupon-bearing callable convertible bonds with both soft call condition clauses and hard call condition clauses.
七、针对更为复杂的同时有赎回硬约束和软约束的有信用风险的付息可赎回可转换债券,采用鞅定价法,给出了定价与分析。
参考来源 - 可转换债券定价与分析研究·2,447,543篇论文数据，部分数据来源于NoteExpress
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。
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。
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。
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