阿松
- 名【地名】【法国】Asson
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迟滞普阿松冲击模型与IFRA寿命分布
The Delayed Poisson Shocks Model and IFRA Life Distribution
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然后考虑到泊阿松跳过程带来的风险,又采用最小方差对冲策略将风险重新对冲,得到了期权定价方程。
Then , considering the risk bringed by Poisson jumps , the option pricing equation is gotten by minimal-variance hedging strategy .
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西阿松说:“有人说,以前我们不是被烧了一次吗?当时我们正准备接受他们时,但没过几天,他们又打了起来。”
Siazon said ," some say , haven 't we been burnt before ? At that time , just as we were ready to accept them , they fought again several days later . "
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采用邻接格子样方法取样,运用扩散系数作为聚集强度的测度指标,并进行泊阿松分布和负二项分布的Χ2拟合检验;
Sampling was conducted with the method of contiguous grid quadrate , Dispersion Index ( v / m ratio ) was taken as the index of aggregation intensity , and the simulation tests for Poisson and Negative binomial distribution were performed .