| Option pricing theory is one of the important components of modern financial mathematics,and it is also widely used in modern financial securities market to control risk.In recent years,in order to give managers better incentives,traditional stock options also have some certain changes in structure.With the vigorous development of the financial market,reload option is a new option that emerges for market require.The main research contents are as follows:(1)Assuming that the stock price satisfies the stochastic differential equation driven by the sub-fractional Brownian motion,the interest rate is constant,construct a financial mathematical model,and the actuarial price of the reload option is obtained by stochastic analysis theory.(2)Assuming that the stock price satisfies the stochastic differential equation driven by the sub-fractional Brownian motion and jump process,a financial mathematical model is built by stochastic analysis tool,and the actuarial price of the reload option is given. |
