假定在风险中性条件下，利用保险精算的方法，研究了执行价格受分数布朗运动驱动的欧式看涨期权的定价问题，得到了具有不确定执行价格受分数布朗运动驱动的欧式看涨期权定价公式。%This paper assumed the risk -neutral conditions , using actuarial methods to study the implementation of the price that the pricing issue fractional Brownian motion driven Euro-pean call option .The European call option pricing formula of uncertain exercise price driven by fractional Brownian motion was obtained .
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