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951.
This paper develops a subordinated stochastic process model for an asset price, where the directing process is identified as information. Motivated by recent empirical and theoretical work, the paper makes use of the under-used market statistic of transaction count as a suitable proxy for the information flow. An option pricing formula is derived, and comparisons with stochastic volatility models are drawn. Both the asset price and the number of trades are used in parameter estimation. The underlying process is found to be fast mean reverting, and this is exploited to perform an asymptotic expansion. The implied volatility skew is then used to calibrate the model. 相似文献
952.
R. Abraham L. Serlet 《Stochastics An International Journal of Probability and Stochastic Processes》2013,85(3-4):287-308
We consider a path-valued process which is a generalization of the classical Brownian snake introduced by Le Gall. More precisely we add a drift term b to the lifetime process, which may depends on the spatial process. Consequently, this introduces a coupling between the lifetime process and the spatial motion. This process can be obtained from the standard Brownian snake by Girsanov's theorem or by killing of the spatial motion. It can also be viewed as the limit of discrete snakes or, in some special cases, as conditioned Brownian snakes. We also use this process to describe the solutions of the non-linear partial differential equation j u =4 u 2 +4 bu . 相似文献
953.
Brahim Mezerdi Seid Bahlali 《Stochastics An International Journal of Probability and Stochastic Processes》2013,85(3-4):201-218
In this paper, we are concerned with optimal control problems where the system is driven by a stochastic differential equation of the Ito type. We study the relaxed model for which an optimal solution exists. This is an extension of the initial control problem, where admissible controls are measure valued processes. Using Ekeland's variational principle and some stability properties of the corresponding state equation and adjoint processes, we establish necessary conditions for optimality satisfied by an optimal relaxed control. This is the first version of the stochastic maximum principle that covers relaxed controls. 相似文献
954.
Nicolas Privault Wim Schoutens 《Stochastics An International Journal of Probability and Stochastic Processes》2013,85(3-4):289-316
We show that for the binomial process (or Bernoulli random walk) the orthogonal functionals constructed in Kroeker, J.P. (1980) "Wiener analysis of functionals of a Markov chain: application to neural transformations of random signals", Biol. Cybernetics 36 , 243-248, [14] for Markov chains can be expressed using the Krawtchouk polynomials, and by iterated stochastic integrals. This allows to construct a chaotic calculus based on gradient and divergence operators and structure equations, and to establish a Clark representation formula. As an application we obtain simple infinite dimensional proofs of covariance identities on the discrete cube. 相似文献
955.
假定标的资产服价格的跳过程服从一类特殊的更新跳过程,考虑多个跳源影响,在Vasicek扩展利率模型下,利用鞅方法给出连续履约价期权的定价公式. 相似文献
956.
957.
在假设股票连续支付红利,且股票价格过程服从Poisson跳—扩散过程的条件下,建立了股票价格行为模型,应用保险精算法给出了欧式交换期权的定价公式,推广了Merton关于期权定价的结果. 相似文献
958.
本文研究了一类非齐次Poisson风险模型,考虑了干扰、随机收益和退保情况.模型中的投保过程、理赔过程以及退保过程均为非齐次Poisson过程. 相似文献
959.
960.