【摘要】 考虑次序给定的简单链式平方期权在指数障碍下的期权定价问题,利用Girsanov定理和反射原理等方法,给出了双指数障碍链式平方期权的精确定价公式.更多还原

【Abstract】 This article is to be considered complete,continuous market model,Underlying asset price follows a geometric Brownian motion.Using Girsanov theorem,the reflection principle and other methods,the article is discussed in a specified order given in a simple index chained power barrier options under the option pricing problem,we give a double exponential barrier chain exact power option pricing formula.更多还原