This paper considers a market in which the prices of the securities follow diffussion-jump processes and the Brownian motion and drift process are not directly observable and the only available information for investors are the prices of the securities, t
This paper considers a market in which the prices of the securities follow diffussion-jump processes and the Brownian motion and drift process are not directly observable and the only available information for investors are the prices of the securities, t
摘要本文考虑一个这样的市场环境：风险资产的价格是一个跳跃－扩散过程并且价格动态方程中所包含布朗运动以及漂移过程都是不能直接观测的，投资者仅能观测到股票的价格、泊松密度函数及无风险利率。