diffusion process造句

Pricing of Bi-direction European options on stocks driven by Poisson jump diffusion process;

Considering dividend, we establish the option-pricing model with jump-diffusion process.

Study on mass transfer due to diffusion process with optical interferometry method

The results indicate that the diffusion process of oxygen and nitrogen in carbon molecular sieve is activated, such an process may be represented by the dual diffusion resistance model.

Option pricing by the martingale measure method considering the price of stock dividends payment and a jump-diffusion process;

Cathodic reaction rate at open circuit Potential for iron in sulfuric acid containing dichromate ion was controlled by both electron transfer process and diffusion process.

Finally we propose two improvements to the Monte Carlo model, on one hand we assume price changes follows jump-diffusion process in order to capture the fat-tail feather of the yields sequence.

The importance of diffusion processes can be gauged by comparing the distances which a particle travels under the influence of gravity and diffusion.