The method of matingale 几何型亚式期权
This paper is based on the theory of the risk neutral. By analyzing the property of matingale of the option price, we construct the model of the double barriers option.
本文运用期权的风险中性定价理论，通过分析资产价格过程的性质，建立了双敲出期权的数学模型。
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