2010Journal of Hubei College of Finance and EconomicsRequires access

Based on the Jump - Diffusion Process Empirical Analysis of Foreign Exchange Option Pricing Model

Jia Ping-yi

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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.

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What this paper is about

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.

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Available 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.

Key concepts: Jump diffusion, Jump, Foreign exchange, Asset (computer security), Economics, Process (computing), Jump process, Diffusion

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