1) Homogeneous Levy Process
齐次Levy过程
1.
Approximation of Homogeneous Levy Processes by Compound Poisson Processes on Complete Separable Metric Groups;
完备可分度量群上的齐次Levy过程的复合Poisson逼近
2) levy process
Levy过程
1.
To model this kind of phenomena,this paper introduces a discontinuous stochastic process where the European-style stock price is driven by the Levy process.
研究了标的资产由Levy过程驱动的欧式期权定价,假定无风险利率和波动率都是一般随机过程,通过等价测度变换,在Q测度下,得出不完全市场下的欧式期权定价公式和套期策略。
2.
To investigate the optimal maintenance policy of deteriorating system which is described by the Levy process, the model of condition-based maintenance is presented.
针对故障状态需要检测确定的劣化系统,以Levy过程描述其运行过程中状态变化,在此基础上提出了一类综合优化检测间隔期与预防性维修阈值的视情维修模型。
3.
In order to model the phenomena,the structural credit risk model driven by Levy process is discussed.
但在实际中,由于突发事件发生资产价值出现跳跃,为了描述这种现象,文章研究Levy过程驱动下的信用风险结构化模型。
3) Levy(Jump) processes
Levy(跳)过程
4) homogeneous Markov's course
齐次Markov过程
5) exponential of a Levy process
指数levy过程
1.
And pricing process respectively driven by an exponential of a Levy process, we obtain the accurate formulas of European option.
并给出了标的物价格服从指数levy过程的定价模型。
2.
This paper considers the affection about exchange rate to the price of options, supposes that exchange rate and pricing process respectively driven by an exponential of a Levy process, uses an actuarial approach and some important quality of Levy process, and obtains pricing formula of European option on foreign equity options.
在考虑汇率对期权价格的影响下,对汇率和标的物价格过程都服从指数Levy过程的假设,利用保险精算法和Levy过程的一些重要性质,得到了此时汇率联动期权的定价公式。
6) homogeneous Poisson Process
齐次泊松过程
1.
This paper gives several new determinant conditions of homogeneous Poisson process as renewal process.
给出了更新过程成为齐次泊松过程的几个新的判定条件。
补充资料：二阶线性齐次微分方程
二阶线性微分方程的一般形式为
ay"+by'+cy=f(1)
其中系数abc及f是自变量x的函数或是常数。函数f称为函数的自由项。若f≡0，则方程（1）变为
ay"+by'+cy=0（2）
称为二阶线性齐次微分方程，而方程（1）称为二阶线性非齐次微分方程。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条