幂型支付欧式期权的套期方法定价

Hedging Pricing of Exponential European Option

跳扩散型普通欧式看涨（看跌）期权已成为期权定价研究的热门问题之一，研究者们从不同的角度,使用了不同的方法来解决这一类期权定价问题。利用套期保值的方法求出了幂型支付欧式期权的价格所满足的带终值条件的随机微分方程．

Pricing option under jump-diffusion models is a very hot topic in option pricing research. Researchers are solving this problem with different methods. By using hedging strategy, the stochastic differential equation with terminal condition about exponential European option is derived in this paper.