Jump-Diffusion Process 跳扩散过程 ; 跳跃扩散过程
double exponential jump-diffusion process 双指数跳扩散过程
the jump-diffusion process 跳跃扩散过程
jump-diffusion interest rate process 跳跃一扩散利率过程
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。
Finally, we list some results of special cases of the pricing of exchange options in the pure birth jump-diffusion process.
文中最后列出一些特殊纯生跳跃扩散型交换期权的定价的例子。
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