The Study Of Exponential Barrier Option Pricing

In recent years,As the financial market has become increasingly active, The financial investment are also growing and financial risks are increas-ing.Financial workers made a study of many aspects In order to better control the market, to avoid the risk of market and make the most effective and the most reasonable investment.The options pricing which direction to become one of the popular financial research workers.In this paper, We will make the exponential barrier option pricing re-search by constructing suitable martingale and using the martingale pricing method through some technical measure transformation, Power type barrier option pricing will be given. First, Barrier options whose main character-istics and definition will be given, Constructing the mathematical model under the constant interest rate, Rainbow power barrier options and power barrier option pricing are derived.which is Standard barrier Option and the standard rainbow barrier options pricing promotion. Secondly, introduc-ing the stochastic interest rate model which satisfy the generalized wiener process, Rainbow power barrier options and power barrier option pricing are derived in the stochastic interest rate,Finally,giving a summary to this article.