| 1. | Secondly , we introduce the levy processes and the geometric levy market model in which the stock price process is governed by a levy process . then , we obtain decomposed forms of a levy process and expression of the market model
其次,介绍了levy (跳)过程,得到了levy过程的几种分解形式;在假设资产服从几何levy跳过程的前提下,讨论了该市场模型的表达形式和某些数学特征 |
