By using the method of Martingale, we get the inequality for the ultimately ruin probability.
应用鞅论的方法，得出破产概率的一个不等式。
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。
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。
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