离散鞅论在多期期权定价中的推广

摘要

In this paper,the authors study the promotion of discrete-time martingale theory in multi-period option pricing,determine the structure of the multi-stage option model by assuming the premise,analyze the nature of the European option,and obtain the relationship under multi-period option with reductio ad absurdum and the single-phase model.%研究了离散鞅论在多期期权定价下的推广。通过假设前提，确定了多期期权模型的结构，分析其欧式期权的性质，并运用反证法和单期模型的相关理论得出了多期期权下的关系式。