Methods By changing basic assumption of Black-Scholes option pricing model,utilize the partial differential equation to study underlying asset pricing process which is mixed process.

 
  • 方法改變Black-Scholes期權定價(jià)模型的基本假設,運用隨機微分方程研究標的資產(chǎn)服從混合過(guò)程的期權定價(jià)。
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