文章基本信息

标题：Research on the Price Features of Oil Stochastic Model Based on the Continuous Jump Model
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作者：Mengmeng Hou ; Mengmeng Hou ; West Gabllian 等
期刊名称：MATEC Web of Conferences
电子版ISSN：2261-236X
出版年度：2017
卷号：100
页码：1-4
DOI：10.1051/matecconf/201710004042
语种：English
出版社：EDP Sciences
摘要：Aiming at calculating the price changes under the price features of oil stochastic model, the continuous jump model is proposed in this paper for data processing. The procedure is flexible, may be used with market prices of any oil contingent claim with closed form pricing solution, and easily deals with missing data problems. The results show that the accuracy can thus be improved overall the proposed system substantially.