自20世纪70年代以来社会经济制度的变革以来和随着电子技术的进步,金融学工程化的趋势越来越明显,并取得了长足的发展。研究者们把数学建模、数值计算、网络图解、仿真模拟等工程技术方法应用到金融领域,建立了许多描述金融资产的运行特征数理模型,来开发设计新的金融衍生产品、并对它们定价和风险防范。在这里,我们只讨论含有跳跃(jump)的描述股票运行特征的模型。 Since the 1970s, since the reform of the social economic system and with the advancement of electronic technology, financial engineering has become more and more obvious and has made great strides. Researchers apply engineering techniques such as mathematical modeling, numerical computation, network graphing and simulation to the financial field and establish mathematical models of operation characteristics describing financial assets to develop and price new financial derivative products And risk prevention. Here, we only discuss models that contain jumps that characterize stock movement.