Jiaqing Chen
Abstract
The pricing theory of European Options under jump-diffusion models was discussed.By use of equivalent martingale measures and normal distribution function,the pricing formula for this kind of option was proposed.
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The pricing theory of European Options under jump-diffusion models was discussed.By use of equivalent martingale measures and normal distribution function,the pricing formula for this kind of option was proposed.
Key concepts: Jump diffusion, Jump, Diffusion, Economics, Econometrics, Statistical physics, Financial economics, Mathematics