Nowadays, pricing options under jump - diffusion models is a very hot topic in option pricing research.

跳跃 - 扩散模型下的期权定价是当前期权定价研究的热点课题之一.

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We derive explicit formulas for pricing a number of Asia options under double - exponential jump - diffusion.

研究了双指数跳 - 扩散模型下亚式期权的定价,得到了这些期权定价得解析公式.

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