【摘要】 假设标的资产价格服从受多维分数布朗运动和泊松过程共同驱动的一类混合模型,通过这一模型的欧式未定权益的一般定价公式,求出了2种新型期权的定价公式.更多还原

【Abstract】 A new kind of hybrid process was presented.Under the hypothesis of underlying asset price submitting to multidimensional Fractional Brownian Motions and Poisson Processes,we obtained the pricing formulas of two kinds of exotic options by means of the generalized pricing formula of European contingent claim.更多还原