跳跃-扩散,jump-diffusion英语短句,例句大全

跳跃-扩散,jump-diffusion
1)jump-diffusion跳跃-扩散
1.This paper discusses the problem of pricing on some multi-asset option-European Exchange option in jump-diffusion model.讨论在跳跃-扩散模理上某一类多资产型期权即欧式交换期权的定价问题,利用套期保值的方法求出了该期权价格所满足的带终值条件的随机微分方程,该方法还可用于推广得出其它多资产型期权(如商期权,蓝子期权)的B-S定价公式。
2.When the finance market is under an impact,the stock price will be in jump-diffusion.当股票市场受到冲击时,股票价格会呈现跳跃-扩散现象,但由于市场规律,股票价格会很快趋于相对稳定状态。

英文短句/例句

1.Pricing of European Chooser Options on Jump-diffusion Processes;跳跃-扩散过程下欧式任选期权的定价
2.A Valuation Model of Mining Rights of Coal Resources Based on Coal Reserves Value Following Jump-diffusion Process;基于跳跃-扩散过程的煤炭资源采矿权估价模型
3.Determination of Obligated Cash Proportion of Open-End Funds Based on Jump-Diffusion Processes;基于跳跃-扩散过程的开放式基金预留现金比例
4.A Special Jump- diffusion Model for Option Pricing一种特殊跳跃-扩散过程的欧式期权定价研究
5.Coherent measures of credit portfolio risk under jump-diffusion framework based on saddlepoint approximations;跳跃-扩散模型框架下基于鞍点近似的信用组合一致性风险度量
6.Three-factor Model for Evaluating Coal Resource Mining Rights Based on Jump-Diffusion Process;基于跳跃-扩散过程的煤炭资源采矿权估价三因素模型
7.Some Exotic Options Pricing in Jump-Diffusion Models;跳跃—扩散过程中一些新型期权的定价
8.Double exponential jump diffusion model for catastrophe bonds pricing;巨灾债券定价的双指数跳跃扩散模型
9.Option Pricing with Interest Rate and Stock Have Jump-diffusion Action;利率、股票有跳跃扩散行为的期权定价
10.The Valuation Formulas of Reset Put Option with the Jump-diffusion Process;跳跃扩散型重设卖出期权的定价公式
11.THE PRICING OF OPTIONS ABOUT FOREIGN EXCHANGE WHOSE RATES ARE DRIVED BY JUMP-DIFFUSION PROCESSES;跳跃扩散型汇率过程的外汇期权定价
12.Estimation of Asymmetric Double Exponential Jump-diffusion Model Using MCMC Method非对称双指数跳跃扩散模型的MCMC估计
13.Fuzzy Pricing about European Call Option under the Process of Jump-diffusion跳跃扩散过程下欧式期权的模糊定价
14.Pricing of Asian Options with Discrete Geometric Average in the Jump-Diffuse Process;跳跃扩散型离散几何平均亚式期权的定价
15.Study of Portfolio and Pricing Problems with Jump-Diffusion Processes基于跳跃—扩散过程的投资组合与定价问题研究
16.Pricing for a Jump-Diffusion Foreign Exchange Options with Interest Rate under Vasicek Model;利率服从Vasicek模型的跳跃扩散外汇期权定价
17.Option Pricing Method & Application Driven by Asymmetric Jump Diffusion Process;不对称跳跃—扩散过程的期权定价方法及应用
18.Bayesian Analysis of Asymmetric Double Exponential Jump-Diffusion Model;非对称双指数跳跃扩散模型的贝叶斯分析

相关短句/例句

jump diffusion跳跃扩散
1.According to the characteristics that real estate asset price is not continuous but frequently jump, the B-S model which is used in the analysis of investment decision of real estate in option theory is extended to jump diffusion model, which enhance the real estate investment decisions in a scientific way.通过金融期权与实物期权的对比,引入实物期权理论;然后分析了传统房地产投资决策方法的不足,并根据房地产资产价格经常发生跳跃而并非连续的特点,将期权理论中用于房地产投资决策分析的B-S模型推广到跳跃扩散模型,进而提高房地产投资决策的科学性。
3)jump-diffusion process跳跃-扩散过程
1.Provided that stock price process is a jump-diffusion process,the rate of return and the volatility are functions of time,the pricing formula of exponential European jump option can be obtained with the principle of equivalent martingale measure.假定股票价格过程服从跳跃-扩散过程,且无风险利率,股票收益率、波动率均为时间函数,利用等价鞅测度方法得出了支付函数为幂型的欧式期权定价公式。
2.This paper assumes that the underlying price obeys a renewal jump-diffusion process, studies how to determine a sound hedge ratio when given an acceptable probability of hedge failing, and suggests the way to assume the parameter of calculating the optimal hedge ratio which is finally validated with an example.假设标的股票服从更新跳跃-扩散过程,研究在保值者给定可接受的保值失败概率情况下,如何确定合理的套期保值比率。
3.Based on option theory,a three-factor model for evaluating the coal mining rights is set up when the interest rate and convenience yield follow mean-reverting process and the coal price follows jump-diffusion process.基于期权理论,构建了煤炭价格服从跳跃-扩散过程,利率和便利收益服从均值回复过程的煤炭资源采矿权估价三因素模型。
4)jump-diffusion process跳跃扩散过程
5)jump-diffusion processes跳跃扩散过程
6)Jump-diffusion model跳跃-扩散模型
1.Nowadays,pricing options under jump-diffusion models is a very hot topic in option pricing research.跳跃-扩散模型下的期权定价是当前期权定价研究的热点课题之一。
2.This paper studies the option pricing problem in the jump-diffusion model.本文研究的是跳跃-扩散模型中的期权定价问题。