【摘要】 首先根据障碍期权的不同类型,对普通欧式向下敲出看涨幂期权、部分时间开始、部分时间结束、一般部分时间欧式向下敲出看涨幂期权给出定义.通过E sscher变换分别给出定价公式.另外,对两资产欧式向下敲出幂期权也给出了定价公式,为实践者提供了理论上的参考价格.最后,阐述了此方法的优点.更多还原

【Abstract】 According to different kinds of barrier options,we define ordinary European Down-and-Out Power Calls,Partial-time-start,Partial-time-end and ordinary partial time Down-and-out Power calls.By means of Esscher Transforms,we give the pricing formulas.Two-Asset Down-and-out power calls are also considered.So a reference price is provided in practice.Finally,we generalize the advantage of the Esscher Transforms.更多还原