Lu, Yunsheng; Liu, Yingying European option pricing under the G-Brownian motion environment. (Chinese. English summary) Zbl 1324.91060 J. Suzhou Univ. Sci. Technol., Nat. Sci. 31, No. 3, 6-9, 23 (2014). Summary: In this paper, we mainly introduce the G-expectation and describe the price of the underlying asset with G-geometric Brownian motion. Then we obtain the dynamic pricing formula of European call options and European call power options with constant dividend rates. MSC: 91G20 Derivative securities (option pricing, hedging, etc.) 62P05 Applications of statistics to actuarial sciences and financial mathematics 60J70 Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) Keywords:exponential martingale; G-geometric Brownian motion; European power options; G-martingale PDFBibTeX XMLCite \textit{Y. Lu} and \textit{Y. Liu}, J. Suzhou Univ. Sci. Technol., Nat. Sci. 31, No. 3, 6--9, 23 (2014; Zbl 1324.91060)