Pricing European options under stochastic interest rate
随机利率条件下的欧式期权定价

With the assumption that the underlying asset price and interest rate follow diffusion process, the structure of the price of European option is obtained by choosing the underlying asset price and zero coupon price as numeraires respectively.A sufficient condition that the volatility processes of interest rate and the price of underlying asset are deterministic function of time is also derived,under which the price of European option has a close-formed structure.A case of European option pricing is presente...