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中文摘要：
在股价满足红利连续支付的双指数跳扩散模型下,研究美式二值现金-无值看涨期权的定价问题.通过分解方法将其定价转化成求一个对应的永久美式期权价格和一个Cauchy问题的解,从而得到定价表达式.最后给出一个计算实例.
英文摘要：
Pricing of the American-style binary cash-or-nothing call option in a double exponential jump-diffusion model in which the stock pays a constant dividend yield continuously is studied. An analytical formula for the price of this option whose price is divided into the price of a perpetual American option and the solution of a Cauchy problem is obtained.Numerical examples are given.
同期刊论文项目
同项目期刊论文
A Study on Influence of Predictor Multicollinearity on Performance of Stepwise Regression Prediction
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