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中文摘要：
通常情况下,期权定价研究都假定股票价格的波动率和期望收益率为常数.假定波动率和期望收益率为股票价格的一般函数.利用金融市场复制策略及布朗运动的Ito公式,得到欧式未定权益的一般Black-Scholes偏微分方程,并通过求解偏微分方程获得欧式期权定价公式.
英文摘要：
Previous option pricing research typically assumes that the stock volatility and expectation return rate are constant during the life of the option.In this study,we assume the stock volatility and expectation return rate in our option valuation model are function of stock.By the self-financing strategy and Ito formula for Brownian motion,the general Black-Scholes partial differential equations for European claim and pricing formula for European option are obtained.
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