Considering dividend, we establish the option-pricing model with jump-diffusion process.

研究了股票支付红利的跳扩散过程的欧式期权定价模型。

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Finally, we list some results of special cases of the pricing of exchange options in the pure birth jump-diffusion process.

文中最后列出一些特殊纯生跳跃扩散型交换期权的定价的例子。

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Finally we propose two improvements to the Monte Carlo model, on one hand we assume price changes follows jump-diffusion process in order to capture the fat-tail feather of the yields sequence.

最后，针对蒙特卡洛模型的上述缺陷我们提出了的两点改进方案，一、假设合约价格变化服从merton提出的跳跃扩散过程，以便捕捉收益率序列的厚尾特征。

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