研究了股票支付红利的跳扩散过程的欧式期权定价模型。
Considering dividend, we establish the option-pricing model with jump-diffusion process.
在跳扩散过程模型下研究了远期起点期权的定价问题。
The problem of forward starting options in jump-diffusion models is considered.
在跳扩散过程模型下研究了远期起点期权的定价问题。
The problem of forward starting options in jump-diffusion models is considered.
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