Introduction - If you have any usage issues, please Google them yourself
This paper considers three aspects of option pricing problems: Actuarial pricing fractional Brownian motion and Poisson jump model of stock price actuarial pricing based on fuzzy information processing option pricing. First, the use of actuarial methods is given quanto option pricing formula to obtain the European call and put pricing formula and the parity of the formula. Secondly, the use of the principle of fair premium price process and the actual probability measure to promote the Mogens bladt and Hina Hviid Rydberg on European option pricing results. Assuming that the stock price process follows the fractional Brownian motion and with non-homogeneous Poisson jump diffusion process, and the rate of expected return on equity, risk-free interest rates are functions of time and enjoy a European option pricing formula and the exact right to buy and sell rights parity between. Finally, the fuzzy theory is applied to pay dividends BS formula, has been vague formula of the form of divi