欧式下降敲出买入期权 European Option of downtrend beat
本文以向下敲出欧式买入期权作为研究对象，得出其在非完全市场下的近似表达式。
The study subject of the text is down-out calls whose approximate pricing formula in the incomplete market are worked out in the text.
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。
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.
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