poisson jump-diffusion process
Poisson跳-扩散过程
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In order to learn the abnormal return of the Chinese stock market, we consider the Poisson jump diffusion process trying to capture the jump behaviors of the Chinese and American stock market.
为了研究股市的异常波动，本文引入泊松跳跃过程来刻画中国与美国股市的跳跃行为。
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