We show that two key concepts in actuarial science, Esscher transform and adjustment coefficient, together can provide an efficient method for pricing certain exotic options, known as barrier options. The stock price process is assumed to be a geometric Brownian motion.

中文翻译：

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定价障碍期权的精算方法

我们证明了精算科学中的两个关键概念，埃舍尔变换和调整系数，可以一起为定价某些特殊期权（称为障碍期权）提供有效的方法。假设股价过程是几何布朗运动。