Martingale is sample than stochastic differential equation and do not involve complex integral, so it is used widely. Numerical analysis methods can resolve the price of derivatives also.

• 鞅方法比随机微分方法简单，且不涉及复杂的积分，许多偏微分方程不能求解的问题，鞅方法可以轻易求得，因此鞅方法得到广泛应用。