分数布朗运动下带红利的欧式期权定价

he traditional option pricing is mainly based on martingale method and Black-Scholes equation method. Most of the recent literature dealing with the new modeling of financial assets assumes that the underlying dynamics of stock prices follow a Possion jump spread process and a levy process. In the paper, stock prices exchange dynamics is based on fractional order stochastic differential equation driven by a fractional Brownian motion. first, European call option pircing with dividend model is established using fractional Black-Scholes equation theory, second, the solving problem of equation is transformed into the solving problem of PDE using the Fractional stochastic diffential equation. finally, the option pricing is obtained based on PDE method.