In the case of stochastic interest,the pricing formulas of the European contingent claim on dividend- paying stock are obtained (Theorem2.2,2.3,Corollary2.4,2.5,2.6) .
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- 首先推导出随机利率以及基础股票支付红利的情形下一般欧式未定权益的定价公式(定理2.;2,2