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.
其中风险由复合泊松过程描述，相应的盈余过程(surplus process)是一个跳跃过程。
The risk is supposed to satisfy compound Poisson process and the corresponding surplus process is a jump process.
本文进一步计算出股票价格模型的期望与方差，讨论了跳跃服从对数泊松分布时模型的无套利价格的下界。
We furthermore calculate the expectation and variance of random variable, and discuss the approximate value of no-arbitrage price when jump obeying poisson distribution.
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