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Prize\uff09\uff0c\u800c\u300aOption Pricing by Esscher Transforms\u300b\u4e00\u6587\u662f\u300a\u5317\u7f8e\u7cbe\u7b97\u5b78\u6703\u5f59\u520a\u300b\u8fc4\u4eca\u88ab\u5f15\u7528\u6b21\u6578\u6700\u591a\u7684\u8ad6\u6587\u3002\u90b5\u6559\u6388\u8207Hans Gerber \u6559\u6388\u767c\u660e\u4e86\u300cGerber-Shiu \u51fd\u6578\u300d\uff0c\u63d0\u4f9b\u8a55\u4f30\u5404\u7a2e\u98a8\u96aa\u7684\u7d71\u4e00\u6846\u67b6\uff0c\u662f\u98a8\u96aa\u5206\u6790\u548c\u7cbe\u7b97\u5b78\u6700\u91cd\u8981\u7684\u5b9a\u7406\u4e4b\u4e00\u3002\u70ba\u8868\u5f70\u90b5\u6559\u6388\u5c0d\u7cbe\u7b97\u5b78\u7684\u8ca2\u737b\uff0c\u745e\u58eb\u6d1b\u6851\u5927\u5b78\u5411\u4ed6\u9812\u6388\u69ae\u8b7d\u535a\u58eb\u5b78\u4f4d\u3002<\/p><p><strong>\u8b1d\u4ed5\u69ae\u535a\u58eb\uff08\u69ae\u8b7d\u793e\u6703\u79d1\u5b78\u535a\u58eb\uff09<\/strong><\/p><p>\u8b1d\u4ed5\u69ae\u535a\u58eb\u662f\u4fdd\u96aa\u696d\u754c\u7ff9\u695a\uff0c\u73fe\u70ba\u53cb\u90a6\u4fdd\u96aa\u96c6\u5718\u7368\u7acb\u975e\u57f7\u884c\u4e3b\u5e2d\u53ca\u7368\u7acb\u975e\u57f7\u884c\u8463\u4e8b\u3001\u53cb\u90a6\u6148\u5584\u57fa\u91d1\u8463\u4e8b\u3002\u4ed6\u6548\u529b\u53cb\u90a6\u8d85\u904e60\u5e74\uff0c\u66fe\u64d4\u4efb\u591a\u500b\u9818\u5c0e\u8077\u4f4d\uff0c\u5305\u62ec\u540d\u8b7d\u4e3b\u5e2d\u3001\u4e3b\u5e2d\u517c\u9996\u5e2d\u57f7\u884c\u5b98\u3001\u7e3d\u88c1\u517c\u9996\u5e2d\u57f7\u884c\u5b98\u7b49\u3002<\/p><p>\u8b1d\u535a\u58eb\u5728\u9999\u6e2f\u5927\u5b78\u53d6\u5f97\u6578\u5b78\u6587\u5b78\u58eb\u5b78\u4f4d\uff0c\u4e26\u65bc\u7f8e\u570b\u4fdd\u96aa\u6559\u80b2\u5b78\u9662\u53ca\u7f8e\u570b\u53f2\u4e39\u798f\u5927\u5b78\u5de5\u7ba1\u7814\u7a76\u9662\u6df1\u9020\uff0c\u7372\u9812\u6587\u6191\u3002<\/p><p>\u8b1d\u535a\u58eb\u5f9e\u4e8b\u4fdd\u96aa\u696d\u903e60\u8f09\uff0c\u5206\u5225\u65bc1970\u5e74\u53ca1992\u5e74\u5c07\u4ee3\u7406\u4eba\u5236\u5ea6\u5f15\u5165\u53f0\u7063\u53ca\u4e2d\u570b\u5167\u5730\uff0c\u5f9e\u6b64\u6210\u70ba\u4e86\u4fdd\u96aa\u696d\u7684\u4e3b\u8981\u5206\u92b7\u6e20\u9053\u3002\u8b1d\u535a\u58eb\u70ba\u9996\u4f4d\u83ef\u4eba\u5165\u9078\u884c\u5167\u4eab\u8ca0\u76db\u540d\u7684\u300c\u5168\u7403\u4fdd\u96aa\u540d\u4eba\u5802\u300d\uff0c\u4e26\u7372\u592a\u5e73\u6d0b\u4fdd\u96aa\u6703\u8b70\u9812\u767c\u5927\u6703\u9996\u500b\u7d42\u8eab\u6210\u5c31\u734e\uff0c\u8868\u5f70\u4ed6\u5c0d\u4fdd\u96aa\u696d\u7684\u5091\u51fa\u8ca2\u737b\u3002<\/p><p>\u8b1d\u535a\u58eb\u71b1\u5fc3\u652f\u6301\u6148\u5584\u4e8b\u696d\uff0c\u8ca0\u8cac\u76e3\u7763\u65d7\u4e0b\u57fa\u91d1\u6703\u7684\u6350\u6b3e\uff0c\u4ee5\u652f\u6301\u6559\u80b2\u3001\u91ab\u7642\u4fdd\u5065\u53ca\u7576\u5730\u793e\u5340\u7684\u6148\u5584\u9805\u76ee\u3002\u4ed6\u7a4d\u6975\u670d\u52d9\u793e\u6703\uff0c\u73fe\u70ba\u9999\u6e2f\u7279\u5340\u653f\u5e9c\u7279\u9996\u9867\u554f\u5718\u6210\u54e1\uff0c\u4e26\u66fe\u7372\u9999\u6e2f\u7279\u5340\u653f\u5e9c\u59d4\u4efb\u70ba\u4fdd\u96aa\u696d\u8aee\u8a62\u6703\u59d4\u54e1\uff0c\u4efb\u671f\u70ba\u6b77\u4f86\u4e4b\u6700\u3002<\/p><p>\u8b1d\u535a\u58eb\u7372\u9999\u6e2f\u7279\u5340\u653f\u5e9c\u9812\u6388\u91d1\u7d2b\u834a\u661f\u7ae0\uff0c\u4ea6\u7372\u9999\u6e2f\u5927\u5b78\u9812\u6388\u540d\u8b7d\u5927\u5b78\u9662\u58eb\u929c\u53ca\u540d\u8b7d\u793e\u6703\u79d1\u5b78\u535a\u58eb\u5b78\u4f4d\uff0c\u4ee5\u53ca\u7372\u5dba\u5357\u5927\u5b78\u9812\u6388\u69ae\u8b7d\u5de5\u5546\u7ba1\u7406\u535a\u58eb\u5b78\u4f4d\u3002<\/p><p><\/p><\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-f38204a elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"f38204a\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t\t\t<div class=\"elementor-row\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-46b0e1f\" data-id=\"46b0e1f\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-column-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t<div class=\"elementor-widget-wrap\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-037a876 elementor-widget elementor-widget-image\" data-id=\"037a876\" data-element_type=\"widget\" data-widget_type=\"image.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<div class=\"elementor-image\">\n\t\t\t\t\t\t\t<figure class=\"wp-caption\">\n\t\t\t\t\t\t\t\t\t\t<img width=\"452\" height=\"568\" src=\"https:\/\/www.hsu.edu.hk\/wp-content\/uploads\/2024\/02\/Photo-1_Dr-Ho-Tzu-leung-\u4f55\u5b50\u6a11\u91ab\u751f.jpg\" class=\"attachment-large size-large\" alt=\"\u4f55\u5b50\u6a11\u91ab\u751f\" loading=\"lazy\" \/>\t\t\t\t\t\t\t\t\t\t\t<figcaption class=\"widget-image-caption wp-caption-text\">\u4f55\u5b50\u6a11\u91ab\u751f<\/figcaption>\n\t\t\t\t\t\t\t\t\t\t<\/figure>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-2cfde30 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"2cfde30\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t\t\t<div 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srcset=\"https:\/\/www.hsu.edu.hk\/wp-content\/uploads\/2024\/02\/Photo-2_Professor-Elias-Shiu-Sai-wan-\u90b5\u4e16\u904b\u6559\u6388-1140x1425.jpg 1140w, https:\/\/www.hsu.edu.hk\/wp-content\/uploads\/2024\/02\/Photo-2_Professor-Elias-Shiu-Sai-wan-\u90b5\u4e16\u904b\u6559\u6388-768x960.jpg 768w, https:\/\/www.hsu.edu.hk\/wp-content\/uploads\/2024\/02\/Photo-2_Professor-Elias-Shiu-Sai-wan-\u90b5\u4e16\u904b\u6559\u6388-1229x1536.jpg 1229w, https:\/\/www.hsu.edu.hk\/wp-content\/uploads\/2024\/02\/Photo-2_Professor-Elias-Shiu-Sai-wan-\u90b5\u4e16\u904b\u6559\u6388-1638x2048.jpg 1638w, https:\/\/www.hsu.edu.hk\/wp-content\/uploads\/2024\/02\/Photo-2_Professor-Elias-Shiu-Sai-wan-\u90b5\u4e16\u904b\u6559\u6388-scaled.jpg 2048w\" sizes=\"(max-width: 600px) 100vw, 600px\" \/>\t\t\t\t\t\t\t\t\t\t\t<figcaption class=\"widget-image-caption 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