中文摘要：

在期权定价理论的基础上，根据路径依赖型期权的特征与价值形成机理，建立交通银行得利宝“欢橙”系列A，B款理财产品的定价模型；利用A款产品的终值条件以及对应微分方程的基本解，给出A款理财产品的定价公式，并对B款产品给出了显式的递推表达式．由于涉及到高维积分，给出数值解法，对不同参数下的B产品进行定价，给出了具体计算方法和数值结果．

英文摘要：

Based on the option price theory, Two kinds of financial product pricing models are established. According to the first model, which is path dependent. The explicit formula to the product price is obtained. At the same time, the second model is solved by numerical computation. The second model is not only path-dependent, but also contains barrier problem. Different prices are attained under different parameters.