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假定股票价格的跳过程为计数过程,建立了股票价格服从跳扩散过程的行为模型.运用随机分析中的鞅方法,推导出了股票价格的跳过程为计数过程的欧式期权定价公式,推广了已有的结果.
We assume that the jump process of stock price is the counting process and establish a behavioral model that the stock price follows the jump diffusion process.Using the martingale method in stochastic analysis, we derive the formula of European option pricing for the jump process of the stock price as the counting process, Some results.