在等价鞅测度框架下，讨论了在期权到期时刻具有连续红利支付的幂型股票欧式期权的定价公式。
Under the framework of equivalent martingale measures, we discuss the pricing formulas of power payoffs European options with continuous dividend at the time of maturity of the options.
引进连续参数复值鞅，并讨论其性质。
It introduced complex martingales with continuous parameter and made a discussion for their properties.
对连续的平方可积强鞅的混合积分的四个基本性质推广到对连续的正交增量鞅的混合积分的情形。
The four basic properties of mixed integrals for the continuous square integrable strong martingales are applied further to continuous martingales with orthogonal increments.
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