European option

The domestic and foreign scholars have done a great deal of research on the European option when the interest rate is constant or time is a deterministic function and many results have been gotten.

关于欧式期权的研究，在利率为常数或者是时间的确定性函数时，国内外学者已经做了大量地研究工作，得到了许多结果。

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Using insurance actuary pricing , we gain the European option pricing model.

使用保险精算法,给出了欧式期权的定价公式.

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The main purpose of this article is to solve European option pricing and hedging in a jump-diffusion model in financial mathematics.

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。

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This paper deals with pricing theory and empirical study about European option pricing when stock prices obey exponential Generalized hyperbolic levy process.

本文研究股价服从指数广义双曲levy过程下的欧式期权定价理论，并以宝钢欧式看涨期权为例，通过技术方法实现定价。

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European Option Pricing Theory in Finance Mathematics

金融数学中的欧式期权定价方法

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We will give the proof of the complete hedging of the European option.

并证明欧式期权的完全套期保值性。

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Finally, the analytic solutions of European option can be deduced on the CPI.

最后推导出了基于CPI指数 的欧式期权价格的解析解.

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The behavior model of stock price is studied. The results of Merton on European option pricing by martingale method are given.

研究了股票价格的行为模式，运用随机分析中的鞅方法推广了Merton关于欧式期权定价的结果。

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Pricing the European Option with Raising or Falling Limit

具有涨跌停的欧式期权定价

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This paper reviews the typical option pricing theories and the European option pricing models, makes detailed evaluation on them, and looks forward to the developing directions of the future option pricing theories.

回顾了经典的期权定价理论及欧式期权定价模型，对其进行了详细的评价，展望了未来期权定价理论的发展方向。

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Black Scholes model has solved European option pricing in efficient market successfully.

BlackScholes模型 成功解决了有效证券市场下的欧式期权定价问题.

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Numerical Computation on Path Dependent European Option with Fixed Trade Cost Rate

带交易费的路径依赖欧式期权的数值算法

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