带有提前支付特性的期权定价方程无法直接求出解析解，而传统的近似方法有其局限性。
No analytic formula have been solved from mortgage pricing equation with prepayment, and approximation methods limited in their application.
然后考虑到泊阿松跳过程带来的风险，又采用最小方差对冲策略将风险重新对冲，得到了期权定价方程。
Then, considering the risk bringed by Poisson jumps, the option pricing equation is gotten by minimal-variance hedging strategy.
采用偏微分方程方法讨论了带跳扩散项的永久百慕大期权定价问题。
In this paper, we study the pricing problem of the perpetual Bermudan option with jump-diffusion by PDE (partial differential equation) method.
本文受此启发，运用风险中性定价原理，利用偏微分方程的方法，求出了四类汇率联动期权的定价公式，为实践者提供了理论上的参考价值。
In this paper, according to the risk neutral pricing theory, the reciprocal stochastic differential equations and the general pricing formulas of the four types of cross-cur.
本文受此启发，运用风险中性定价原理，利用偏微分方程的方法，求出了四类汇率联动期权的定价公式，为实践者提供了理论上的参考价值。
In this paper, according to the risk neutral pricing theory, the reciprocal stochastic differential equations and the general pricing formulas of the four types of cross-cur.
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