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
In order to learn the abnormal return of the Chinese stock market, we consider the Poisson jump diffusion process trying to capture the jump behaviors of the Chinese and American stock market.
为了研究股市的异常波动，本文引入泊松跳跃过程来刻画中国与美国股市的跳跃行为。
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。
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。
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