Shi Ke
Abstract
Jump-Diffusion model where the stock price submits to the exponential O-U process is discussed in this paper.Under this hypothesis, the option pricing formula is deduced.So a reference price is offered in practice.
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Jump-Diffusion model where the stock price submits to the exponential O-U process is discussed in this paper.Under this hypothesis, the option pricing formula is deduced.So a reference price is offered in practice.
Key concepts: Jump diffusion, Jump, Exponential function, Stock (firearms), Stock price, Stock options, Econometrics, Diffusion process