通常情况下,前人的工作都是连续情形下的结论,假定股票价格部分信息被屏蔽,只在有限的时刻点上股票价格是明确已知的.在此假设之下,尝试考虑几何平均型亚式期权定价问题.利用拟-鞅的方法,建立了分数布朗运动环境下亚式期权定价模型,获得了离散情形几何加权平均亚式期权价格的解析表达式. Under normal circumstances, the work of predecessors is the conclusion of a continuous case, assuming that the stock price part of the information is shielded, the stock price is only known for a limited time point under this assumption, try to consider the geometric mean The Asian option pricing problem is solved by using the method of quasi-martingale, and the pricing model of Asian option under fractional Brownian motion is established, and the analytic expression of the weighted average Asian option price is obtained.