We furthermore calculate the expectation and variance of random variable, and discuss the approximate value of no-arbitrage price when jump obeying poisson distribution.
本文进一步计算出股票价格模型的期望与方差，讨论了跳跃服从对数泊松分布时模型的无套利价格的下界。
We furthermore calculate the expectation and variance of random variable, and discuss the approximate value of no-arbitrage price when jump obeying poisson distribution.
本文进一步计算出股票价格模型的期望与方差，讨论了跳跃服从对数泊松分布时模型的无套利价格的下界。
应用推荐