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本文引用连续渗流理论构造了股票市场指数波动模型,得到其特征函数收敛于Levy过程这一结论.并且在模型中也体现出了市场波动的“宽尾”现象.
In this paper, the continuous flow theory is used to construct the volatility model of the stock market index, and the conclusion that its eigenfunction converges to the Levy process is obtained. And the phenomenon of “wide tail” is also reflected in the model.