Mathematica 10 的新功能 › 增强的随机处理 ›

使用 Merton 的跳跃-扩散模型模拟期权价格 

compensated Poisson process

定义期权价格的 Merton 跳跃-扩散模型.

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模拟过程.

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计算过程的切片属性.

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根据样本对切片分布进行近似.

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