double exponential jump diffusion model 双指数跳跃扩散模型
a jump-diffusion model 跳扩散模型
affine jump-diffusion model 仿射跳跃
bivariate jump-diffusion model 二元跳扩散模型
Hyperbolic Jump Diffusion Model 抛物线跳跃扩散模型
Asymmetric Jump-Diffusion Model 不对称跳跃
Asymmetric double exponential jump-diffusion model 非对称双指数跳跃扩散模型
Diffusion-Jump Model 跳空方程
In chapter 4 of this paper, we looked back the classic jump-diffusion model ,and studied the stock price model with stochastic volatility ,proved that there existed probability measure under which,the discounted stock price process was a martingale.
在本文第四章，我们先回顾了经典跳-扩散模型，并由此研究了随机波动率下的股票价格模型，证明了存在概率测度，在此测度下，股票价格的折现过程是鞅。
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The problem of pricing exchange options in a jump-diffusion model is considered.
考虑跳扩散模型中交换期权的定价问题。
The main purpose of this article is to solve European option pricing and hedging in a jump-diffusion model in financial mathematics.
本文的主要目的是解决金融数学中标的资产带跳的欧式期权的定价问题和套期保值。
The intent of this paper is to discuss the critical property of price and optimal exercise boundary of American option when the expiry date runs to infinite in a jump-diffusion model.
本文研究标的资产价格过程服从跳扩散模型时美式期权价格及其最佳实施边界当到期日趋于无穷大时的渐近分析。
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