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股票价格的跳跃是由于重大信息的到达 ,本文在股票价格的相对跳跃高度与信息有关的假定下 ,推导出期权价格必须满足的偏微分方程 ,并给出欧式期权定价公式。
The jump of stock price is due to the arrival of significant information. Based on the assumption that the relative jump height of stock price is related to information, this paper derives the partial differential equation that the option price must satisfy and gives the formula of European option pricing.