The second one is to discuss the relationship between the profitand the risk of investing by virtue of the European call option and the rising geometricaverage Asian option in terms of the Black-Scholes option pricing theory;
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- (二)针对欧式看涨期权和连续情形下的几何平均亚式期权中的看涨期权,运用Black-Scholes期权定价理论,分别讨论用这两种期权进行投资时收益和风险之间的关系。