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.

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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.

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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.

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