在股票市场有重大信息公布时,股票价格会发生跳跃.在股票价格服从Ito-Skorohod跳跃扩散过程的条件下,运用概率论的方法研究离散几何平均亚式期权的定价,并得出其定价公式.
When important information is declared in the stock market,stock price will jump. In this paper,when stock price is in the Ito-Skorohod jump-diffuse process,the authors study the pricing of Asian options with discrete gemotric average and obtain it's price formulas.