在非风险中性定价意义下，研究了欧式未定权益的定价和套期保值策略。
Pricing formulas and stratagems of hedging and preserving value foe European contingent claims are discussed with no risk neutral valuation.
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。
The main purpose of this article is to solve European option pricing and hedging in a jump-diffusion model in financial mathematics.
在具体金融市场，给出欧式期权的定价公式和套期保值策略，以及美式看涨期权价格的界。
In the particular financial market, the pricing formula and hedging strategy of European option and bounds of the price on American call option are also considered.
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