Based on the Jump - Diffusion Process Empirical Analysis of Foreign Exchange Option Pricing Model
Jia Ping-yi
Abstract
Jia Ping-yi
Abstract
This paper argues that foreign exchange rates,subject to jump-diffusion process of the option pricing model to better explain the options on the basis of asset price and its intrinsic relationship between asset prices,changes in relations,which for our option pricing has a good reference for the meaning.
A significance statement is not available in the OpenAlex record.
A contribution statement is not available in the OpenAlex record.
Method details are not available in the OpenAlex metadata.
Findings are not separately available in the OpenAlex metadata.
Limitations are not available in the OpenAlex metadata.
Application details are not available in the OpenAlex metadata.
This paper argues that foreign exchange rates,subject to jump-diffusion process of the option pricing model to better explain the options on the basis of asset price and its intrinsic relationship between asset prices,changes in relations,which for our option pricing has a good reference for the meaning.
Key concepts: Jump diffusion, Jump, Foreign exchange, Asset (computer security), Economics, Process (computing), Jump process, Diffusion