中文摘要：

对给定随机变量Xi∈[0,M]（i=1,2）具有EXi=μi,EX2i=μ2i＋σi2（i=1,2）和EX1X2=μ1μ2＋σ12,得到了截尾变量max（0,X1-X2）的均值的矩界,还得到了概率的上界。这些问题来源于欧氏期权,欧氏互换期权等的研究。所用方法基于用二次函数控制待估函数。

英文摘要：

Given any random variables Xi∈ with E Xi=μi,E X2i=μ2i＋σ2i（i=1,2） and E X1X2=μ1μ2＋σ12,various bounds are derived on the mean of the truncated random variable max（0,X1-X2）.Also explicit upper bound on probability is presented.These results are motivated by questions associated with European exchange option and European call option.The techniques are based on domination by quadratic functions.