The main purpose of this article is to solve European option pricing and hedging in a jump-diffusion model in financial mathematics.

本文的主要目的是解决金融数学中标的资产带跳的欧式期权的定价问题和套期保值。

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The option pricing and volatility estimate is financial project, financial mathematics problem of leading edge as well as a hot one at present.

期权定价理论是目前金融工程、金融数学所研究的前沿和热点问题。

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Two academics who had studied, or taught, at the University of Chicago, Fischer Black and Myron Scholes, developed a theory of option pricing.

两个在芝加哥大学求过学的学者，Fischer Black及Myron Scholes共同开发出了期权交易价格理论。

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This mathematical approach to investing led to the famed Capital Asset Pricing Model by Sharpe, Lintner, and Black, the Option Pricing Model by Black and Scholes, and other important theories.

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There is reasonable concern that current methods of option pricing, both the Black-Scholes and binomial models, are not appropriate for determining the cost of the nontransferable, long-term options that companies issue to employees.

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Pricing on this option depends where the charging dock is installed and how much work is required prior to installation, Mitsubishi explains.

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