• markov skeleton process - 引用次数：6

  The essential difference between the Black-Scholes model and ours is that the underlying asset price process is not a general continuous stochastic process in our model, but a special Markov Skeleton Process.

  此模型与Black-scholes模型的根本区别在于：本模型中的标的资产价格不是一般的连续随机过程，而是一类特殊的马氏骨架过程。

  参考来源 - 特定马氏骨架过程下外汇期权定价模型及其应用

·2,447,543篇论文数据，部分数据来源于NoteExpress