在市场无套利、无摩擦和无风险利率为常数假定下,分别讨论了无红利配发和有红利配发情形时,一种新型期权—双重看涨期权的定价问题,主要利用套期保值策略对期权定价进行了若干估计,给出了上下界. Under the assumption of no arbitrage, frictionless and risk-free interest rates in the market, we discuss the pricing of a new option, double call option, without dividend distribution and dividend distribution respectively, and mainly use the hedging strategy There are several estimates of option pricing, given the upper and lower bounds.