At last,the paper derivates the pricing formula of European call option by using equivalent measure transformation and martingale methods for two cases: one is consider of stock price, the other is consider of the price of foreign exchange market.
英
美
- 利用等價(jià)測度和鞅的方法,分別在以股票價(jià)格和以外匯市場(chǎng)的波動(dòng)率為選擇重設點(diǎn)依據的兩種情況下推導了它們的歐式看漲期權的定價(jià)公式。
