...连续扩散模型；欧式期权 [gap=931]keywords：applied mathematics;vasicek stochastic interest rate;continuous diffusion model; european options ...
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与挥发分现有计算方法、扩散控制的挥发分燃烧(DLVC)模型相比，MFFVC模型预报与考虑热解的扩展连续膜模型符合较好。
Compared with conventional method and the diffusion limited volatiles combustion (DLVC) model, the results predicted by MFFVC agree well with those by the developed continuous-film model.
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.
该模型是在福克扩散定律和连续性方程的基础上建立的。
The model is constructed using Fick's dispersion law and the continuity equation.
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