Option Pricing to a Continuous Dividend Payment Model
Driven by an Asymmetric Jump-diffusion

Mathematical Theory and Applications ›› 2016, Vol. 36 ›› Issue (3): 48-53.

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Option Pricing to a Continuous Dividend Payment Model Driven by an Asymmetric Jump-diffusion

Liu Dongyan¹， Fan Sujun¹， Wang Bing²

1.Basic MedicalCollege,Hebei Medical University,Shijiazhuang 050017,China; 2.Financial Department,Sinopec Sales Co.,Ltd.,Hebei Petroleum Branch,Shijiazhuang 050000,China

Online:2016-09-30 Published:2020-09-28

Abstract

Liu Dongyan, Fan Sujun, Wang Bing. Option Pricing to a Continuous Dividend Payment Model Driven by an Asymmetric Jump-diffusion[J]. Mathematical Theory and Applications, 2016, 36(3): 48-53.

[1]	. Optimal Dividend Problem for Two Collaborating Insurance Companies [J]. Mathematical Theory and Applications, 2021, 41(2): 19-.
[2]	Xu Feng. General Exchange Option Pricing in Sub-fractional Brownian Motion Environments [J]. Mathematical Theory and Applications, 2017, 37(2): 18-23.
[3]	Fang Shizu, Qin Lihua. A Compound Markov Binomial Model with Random Dividends and Stochastic Premium Income [J]. Mathematical Theory and Applications, 2016, 36(3): 54-65.

Option Pricing to a Continuous Dividend Payment Model Driven by an Asymmetric Jump-diffusion

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