The Asymptotic Property of Solutions to a Class of Integrodifferential Equations

The asymptotic property of solutions to a class of integrodifferential systems containing a small parameter singularly is studied.     

跳扩散模型下美式期权的对称性

利用分析方法得到了跳扩散模型下美式看涨、看跌期权的价格和最佳实施边界间的对称性公式．美式看涨和看跌期权价格问的对称关系通常是利用概率理论得到,这里给出了这些结果在跳扩散模型下的另一种证明．此外,由本文所得结果和偏微分方程理论,可以得到跳扩散模型下美式看涨期权的最佳实施边界以及永久美式期权的若干性质．     

一类积微分方程解的渐近性质

The asymptotic property of solutions to a class of integrodifferential systems containing a small parameter singularly is studied.