Using martingale methods, general pricing formula of European contingent claims is derived and European option and put-callparity is analyzed.
利用鞅方法得到了欧式未定权益定价的一般公式,欧式看涨期权和看跌期权定价及平价关系。
2
Under the hypothesis of continuous dividend, if the continuous dividend rate isp, and regular payment dividend, we get European call and put option pricing formula and their parity.