本文的研究也是围绕如何刻画中国投资者的行为特征而展开。
This study is also on how to describe the behavior characteristics of Chinese investors.
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。
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.
本文提出一种“ V形”期权模型,并以此来刻画中国商业银行公司贷款业务中隐含的借款人套利风险。
The V-shape option model is proposed in this paper, which was used for describing the latent debtor 's arbitrage risk in Banks' corporation loan business in China.
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