幂型几何亚式期权的概率分析定价法

摘要

For power geometric mean Asian option,in the presence of continuous dividend,the pricing processes of power geometric Asian option are described from the angles of probability analysis.Through concrete calculation steps,the analytic pricing formula of power-geometric Asian option is obtained,which is a natural generalization of some well-known results in option theory.%针对幂型几何平均亚式期权,在存在连续红利的情况下,从概率分析的角度推导了幂型几何亚式期权的定价过程.通过具体的演算步骤,得出了幂型几何亚式期权的解析定价公式,是期权理论中部分已知结果的自然推广。