摘要翻译：
有几种方法可以如何更一般的期权定价与看涨价格。在本文中，我们将这些结果扩展到更广泛的期权和市场模型。特别地，我们引入了一个新的定价公式，当看涨期权和数字期权的每个执行价格都已知时，该公式可以用于更一般的期权定价。此外，对于障碍型期权，我们也得到了类似的结果。因此，在一般模型类中，我们得到了一般期权的静态套期保值。我们的结果可以用于几个重要的应用。作为一个简单的例子，我们导出了一个凸收益的一般美式期权的价值的上界，并刻画了该期权的价值等于相应的欧式期权的价值的条件。
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英文标题：
《Option prices with call prices》
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作者：
Lauri Viitasaari
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最新提交年份：
2012
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Pricing of Securities        证券定价
分类描述：Valuation and hedging of financial securities, their derivatives, and structured products
金融证券及其衍生产品和结构化产品的估值和套期保值
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一级分类：Mathematics        数学
二级分类：Probability        概率
分类描述：Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用：例如中心极限定理，大偏差，随机微分方程，统计力学模型，排队论
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英文摘要：
  There exist several methods how more general options can be priced with call prices. In this article, we extend these results to cover a wider class of options and market models. In particular, we introduce a new pricing formula which can be used to price more general options if prices for call options and digital options are known for every strike price. Moreover, we derive similar results for barrier type options. As a consequence, we obtain a static hedging for general options in the general class of models. Our result can be utilised in several significant applications. As a simple example, we derive an upper bound for the value of a general American option with convex payoff and characterise conditions under which the value of this option equals to the value of the corresponding European option.
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PDF链接：
https://arxiv.org/pdf/1207.6205