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中文摘要：
在非风险中性定价意义下，研究了欧式未定权益的定价和套期保值策略．通过期权价格过程的分布，利用等价鞅测度，分别在有红利和无红利两种情况下，得到了广义的欧式期权定价公式，也给出了欧式卖权和买权之间的平价关系；利用伊藤公式，得到欧式卖权和买权的套期保值策略．这些结果包含了在风险中性意义下原始的欧式期权定价公式和套期保值策略．
英文摘要：
Pricing formulas and stratagems of hedging and preserving value foe European contingent claims are discussed with no risk neutral valuation . By using the distribution of the process of option price and the equivalent martingale measure, pricing formulas for generalized European option is given in the two cases： having dividend and having no dividend, and a put-call party of European options is also obtained, using Ito＇formula, some stratagems of hedging and preserving value for European buy and sale options are posed ,This results of this paper generalize those with risk neutral valuation.
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