关键词: 双分数跳扩散过程, 随机分析, 最值期权, 保险精算方法

Abstract:

Using the bifractional jumpdiffusion stochastic analysis theory and the actuarial approach, we set up the financial market model in bifractional jump-diffusion process and gave pricing formula of the minimum or maximum option in bifractional jumpdiffusion process.

Key words: bifractional jump-diffusion process, stochastic analysis, the minimum or maximum option, actuarial approach