连续支付红利的障碍幂型期权定价研究
Journal of University of Souht China (Science & Technology)（2016）
Abstract
在完全市场条件下，针对连续时间、连续支付红利障碍幂型期权的买权过程，利用其过程的鞅性和等价鞅测度变换及其带漂移的布朗运动首达时的概率分布，得到了连续支付红利的障碍幂型期权定价模型的显式解。
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Key words
barrier options,power option,martingale,stopping￣time,Buy￣option,Brownian motion with drift
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