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。
参考来源 - 股票价格服从跳跃扩期过程的期权定价模型Option pricing theory with jump-diffusion is one of them.
跳跃扩散模型的期权定价就是其中的一种。
参考来源 - 股票价格服从跳跃扩期过程的期权定价模型Chapter three extends the jump-diffusion model when events causing stock price to jump are classified into many kinds according to their importance.
第三章是将引起股价跳跃的信息按其重要程度分成若干类,推广跳—扩散模型。
参考来源 - 期权定价有关问题的探讨·2,447,543篇论文数据,部分数据来源于NoteExpress
以上来源于: WordNet
The problem of forward starting options in jump-diffusion models is considered.
在跳扩散过程模型下研究了远期起点期权的定价问题。
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。
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。
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