double exponential jump diffusion model 双指数跳跃扩散模型
jump-diffusion model 跳跃 ; 跳
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 this paper,we explore the economic role of the jump part in the jump-diffusion model,classify the causes of jump,and accordingly generalize the two-dimension jump diffusion model with the introduction of correlated Possion process to describe the jumps of different markets.
本文分析了在扩散模型中引入跳部分描述资产价格异动的经济逻辑,并进一步细化跳产生的经济原因,引入具有相关性的多维泊松过程描述不同股票市场价格的异常波动次数,推广了现有的多维跳扩散模型。
参考来源 - 基于二维跳扩散模型的股市相关性研究·2,447,543篇论文数据，部分数据来源于NoteExpress
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。
Some new option pricing formulas are derived on condition that the model is jump-diffusion, the stock pays dividends and the stochastic interest rate are continuous or discontinuous.
分别在股票支付红利、跳-扩散模型，在连续随机利率、跳-扩散模型，和在不连续随机利率、跳-扩散模型的假设下，推导出了各自新的期权定价公式。
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。
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