Jump-Diffusion Process 跳扩散过程 ; 扩散过程 ; 跳跃扩散过程 ; 跳跃
Jump-diffusion renewal process 带扰动更新风险模型
double exponential jump-diffusion process 双指数跳扩散过程
jump-diffusion interest rate process 跳跃一扩散利率过程
the jump-diffusion process 跳跃扩散过程
affine jump-diffusion process 仿射跳跃
renewal jump-diffusion process 更新跳
Poisson jump-diffusion process Poisson跳
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。
Finally, we list some results of special cases of the pricing of exchange options in the pure birth jump-diffusion process.
文中最后列出一些特殊纯生跳跃扩散型交换期权的定价的例子。
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。
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