鞅定价方法

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 .

通过鞅定价方法并借助于极值的概率分布研究了单点水平重置期权的定价问题，并且得到了单点水平重置看涨期权与看跌期权的定价公式。

We study single-point-level reset options pricing problems by using the martingale pricing method and the probability distribution of extremes . Thus we get the pricing formulas for the single-point-level reset call options and put options .

第二节定义了单点时间上限型重置期权，并应用鞅定价方法给出了对应看涨期权、看跌期权的定价公式。

In section two , the definition and pricing of capped single-point-time options were discussed and respective formulae of the call options and its put counterpart were presented by using martingale option pricing .

幂函数族之权证创新及定价：一种基于鞅定价的分析方法

Pricing Power-function Options Using the Martingales Method