中文摘要：

研究了离散鞅论在多期期权定价下的推广。通过假设前提,确定了多期期权模型的结构,分析其欧式期权的性质,并运用反证法和单期模型的相关理论得出了多期期权下的关系式。

英文摘要：

In this paper, the authors study the promotion of discrete-time martingale theory in multi-period option pricing, determine the structure of the multi-stage option model by assuming the premise, analyze the nature of the European option, and obtain the relationship under multi- period option with reductio ad absurdum and the single-phase model.