分别在股票支付红利、跳-扩散模型，在连续随机利率、跳-扩散模型，和在不连续随机利率、跳-扩散模型的假设下，推导出了各自新的期权定价公式。
Some new option pricing formulas are derived on condition that the model is jump-diffusion, the stock pays dividends and the stochastic interest rate are continuous or discontinuous.
采用自由空间模型，通过最佳跳数值控制探测数据的扩散范围，增强能量的高效利用。
By controlling the diffusion of exploratory message with optimal hops in free space model, the energy consumption can be more efficient.
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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