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 pricing exchange options in a jump-diffusion model is considered.
考虑跳扩散模型中交换期权的定价问题。
The risk model with stochastic premium and jump-diffusion is considered in this paper.
本文考虑的是带随机保费和干扰项的风险模型。
Considering dividend, we establish the option-pricing model with jump-diffusion process.
研究了股票支付红利的跳扩散过程的欧式期权定价模型。
Euler approximation is introduced for a broad class of jump-diffusion equations in this paper.
介绍了一类具有跳-扩散参数的随机微分方程的数值逼近方法。
The main purpose of this article is to solve European option pricing and hedging in a jump-diffusion model in financial mathematics.
本文的主要目的是解决金融数学中标的资产带跳的欧式期权的定价问题和套期保值。
Pricing options with constant interest rate under jump-diffusion models is always a very important problem in option pricing research.
跳跃—扩散模型下利率为常数的期权定价问题一直是期权定价研究的重点问题之一。
In this paper, we study the pricing problem of the perpetual Bermudan option with jump-diffusion by PDE (partial differential equation) method.
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。
The intent of this paper is to discuss the critical property of price and optimal exercise boundary of American option when the expiry date runs to infinite in a jump-diffusion model.
本文研究标的资产价格过程服从跳扩散模型时美式期权价格及其最佳实施边界当到期日趋于无穷大时的渐近分析。
Using the critical estimates of parabolic type partial differential equation. we obtain the error estimates of price and optimal exercise boundary of American option in a jump-diffusion model.
利用抛物型偏微分方程的极值原理，得到了带跳扩散模型下美式期权价格及最佳实施边界的误差估计。
Under the condition of linear fog source and arbitrary wind direction, the diffusion rule of the fogging in narrow valley induced by hydraulics jump was studied by utilizing Gauss diffusion equation.
在雾源为连续线源和任意风向的条件下，利用高斯扩散方程，研究了水雾在峡谷内的扩散规律；
Most of the structural methods choose pure diffusion model to describe the evolution process of stock price and asset value, but it can not reflect the sudden jump risk.
违约分析的结构方法大多选择纯扩散过程描述股票和资产价值变化，不能反映突发信息引起的异常跳跃。
In order to learn the abnormal return of the Chinese stock market, we consider the Poisson jump diffusion process trying to capture the jump behaviors of the Chinese and American stock market.
为了研究股市的异常波动，本文引入泊松跳跃过程来刻画中国与美国股市的跳跃行为。
In order to learn the abnormal return of the Chinese stock market, we consider the Poisson jump diffusion process trying to capture the jump behaviors of the Chinese and American stock market.
为了研究股市的异常波动，本文引入泊松跳跃过程来刻画中国与美国股市的跳跃行为。
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