Numerical Solution of Two Asset Jump Diffusion Models for Option Valuation-期权估价的资产跳跃扩散模型的数值解-知来数据 cing, partial integro-differential equation, finite difference, American option, jump diffusion.
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Jump-Diffusion Process 跳扩散过程 ; 跳跃扩散过程
Jump-Diffusion 跳扩散 ; 跳跃扩散
affine jump diffusion 仿射跳跃扩散
jump-diffusion processes 跳跃扩散过程
double exponential jump diffusion model 双指数跳跃扩散模型
jump-diffusion interest rate process 跳跃一扩散利率过程
double exponential jump-diffusion process 双指数跳扩散过程
a jump-diffusion 跳扩散
以上来源于: WordNet
Euler approximation is introduced for a broad class of jump-diffusion equations in this paper.
介绍了一类具有跳-扩散参数的随机微分方程的数值逼近方法。
Using the critical estimates of parabolic type partial differential equation. we obtain the error estimates of price and optimal exercise boundary of American option in a jump-diffusion model.
利用抛物型偏微分方程的极值原理，得到了带跳扩散模型下美式期权价格及最佳实施边界的误差估计。
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。
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