european option pricing的意思|示意

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.

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。

In the particular financial market, the pricing formula of European option and application in value of project are considered.

结合具体金融市场，给出欧式期权的定价公式，并将其应用到项目价值的评估。

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.

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。

At the same time, we discuss the theory application of the model and give the pricing formula of coupon treasuries and European option pricing formula on coupon treasuries.

同时，探讨了模型的理论应用，给出了息票国债与基于息票国债的欧式期权定价公式。

These pricing formulas generalize the corresponding European option and European exchange option pricing on jump-diffusions.

该公式是标准跳扩散模型下的欧式期权及欧式交换期权定价公式的推广。

In this paper, we derive the pricing formulas for European option and exotic options by using Martingale method.

本文利用鞅方法重新推导出了欧式期权和一些奇异期权的定价公式。