中文摘要：

在标的资产价格服从推广的几何刘过程的假设下,利用保险精算方法对欧式期权进行了定价,所得结果满足看涨看跌期权价格之间的平价关系,推广了以前的结果.文章考虑到了市场的不完备性及样本缺少的问题,保险精算和不确定理论弥补了这些不足,可广泛的应用于金融市场的期权定价.

英文摘要：

Under the assumption that the underlying asset price process follows the extended geometric Liu process,we give the price of European option by the actuarial approach.The parity relationship between call and put holds.These results ex- tend the previous ones.Insurance actuarial and uncertain theory can avoid the incompleteness of the market and the lack of sam- ples. These methods can be widely used in price option in physical financial market.