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1·We will give the proof of the complete hedging of the European option.

并证明欧式期权的完全套期保值性。

2·Using insurance actuary pricing, we gain the European option pricing model.

使用保险精算法，给出了欧式期权的定价公式。

3·This article research mentality is the European option price key aspect is the final stock price distribution.

由于欧式股票期权定价的关键因素是最终股票价格分布。

4·In this paper, we derive the pricing formulas for European option and exotic options by using Martingale method.

本文利用鞅方法重新推导出了欧式期权和一些奇异期权的定价公式。

5·These pricing formulas generalize the corresponding European option and European exchange option pricing on jump-diffusions.

该公式是标准跳扩散模型下的欧式期权及欧式交换期权定价公式的推广。

6·In the particular financial market, the pricing formula of European option and application in value of project are considered.

结合具体金融市场，给出欧式期权的定价公式，并将其应用到项目价值的评估。

7·The main purpose of this article is to solve European option pricing and hedging in a jump-diffusion model in financial mathematics.

本文的主要目的是解决金融数学中标的资产带跳的欧式期权的定价问题和套期保值。

8·European option: the right to buy a given quantity of a good or security at a specific time and at a specific price (the strike price).

欧洲选项：有权购买某一特定数量的一个良好的安全或在某一特定时间和在某一特定价格(履约价格)。

9·There have been European option pricing formulas in complete market. However, option pricing with transaction cost has not been solved.

完全市场条件下的欧式期权定价已有受欢迎的B - S定价公式，有交易成本的不完全市场期权定价还没有解决。

10·Using martingale methods, general pricing formula of European contingent claims is derived and European option and put-call parity 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。