Jump-Diffusion Process的意思|示意

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。

Finally we propose two improvements to the Monte Carlo model, on one hand we assume price changes follows jump-diffusion process in order to capture the fat-tail feather of the yields sequence.

最后，针对蒙特卡洛模型的上述缺陷我们提出了的两点改进方案，一、假设合约价格变化服从merton提出的跳跃扩散过程，以便捕捉收益率序列的厚尾特征。

Most of the structural methods choose pure diffusion model to describe the evolution process of stock price and asset value, but it can not reflect the sudden jump risk.

违约分析的结构方法大多选择纯扩散过程描述股票和资产价值变化，不能反映突发信息引起的异常跳跃。

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。